+1,485.8%
SPY vs KMX
+383.8%
+1,102.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | +2.6% | +3.4% | -0.8% | +2.0% |
| 30D | -2.0% | +6.8% | -8.8% | -3.2% |
| 3M | -2.8% | -11.4% | +8.6% | -1.1% |
| 6M | +2.1% | +43.6% | -41.4% | -4.8% |
| YTD | +11.5% | +37.7% | -26.2% | +3.8% |
| 1Y | +13.5% | +53.0% | -39.5% | +3.6% |
| 3Y | +77.7% | -16.3% | +94.0% | +75.2% |
| 5Y | +72.6% | -64.2% | +136.8% | +91.4% |
| 10Y | +308.2% | -2.8% | +311.0% | +273.1% |
| All | +1,485.8% | +383.8% | +1,102.0% | +947.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KMX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling