+98.3%
SPYG vs KMX
-25.1%
+123.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.6% |
| 7D | -0.9% | -3.1% | +2.2% | -0.4% |
| 30D | -1.5% | +4.4% | -6.0% | -2.2% |
| 3M | +3.7% | +18.9% | -15.2% | +0.8% |
| 6M | +16.4% | +44.3% | -27.9% | +9.2% |
| YTD | +13.3% | +58.7% | -45.4% | +4.3% |
| 1Y | +17.9% | +0.1% | +17.8% | +16.8% |
| 3Y | +98.3% | -24.4% | +122.8% | +99.8% |
| All | +98.3% | -25.1% | +123.4% | +99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling