+318.0%
SPYM vs KMX
+11.6%
+306.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.5% |
| 7D | -0.8% | -3.1% | +2.3% | -0.1% |
| 30D | -1.1% | +4.4% | -5.5% | -2.2% |
| 3M | +3.9% | +18.9% | -15.0% | -0.8% |
| 6M | +13.6% | +44.3% | -30.7% | +2.7% |
| YTD | +12.7% | +58.7% | -46.0% | -1.0% |
| 1Y | +17.6% | +0.1% | +17.5% | +13.8% |
| 3Y | +77.2% | -24.4% | +101.7% | +79.0% |
| 5Y | +84.1% | -54.4% | +138.5% | +105.1% |
| All | +318.0% | +11.6% | +306.4% | +257.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling