+823.3%
SPYM vs KMX
+336.5%
+486.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | +0.5% |
| 7D | +0.6% | -0.7% | +1.3% | +0.7% |
| 30D | -0.9% | +4.1% | -5.0% | -2.0% |
| 3M | +3.9% | +27.5% | -23.6% | -2.6% |
| 6M | +14.5% | +43.6% | -29.0% | +3.5% |
| YTD | +13.0% | +56.8% | -43.8% | -0.6% |
| 1Y | +19.4% | -1.3% | +20.8% | +15.3% |
| 3Y | +78.9% | -25.4% | +104.3% | +79.9% |
| 5Y | +82.3% | -53.9% | +136.2% | +98.8% |
| 10Y | +314.7% | +0.7% | +314.1% | +251.2% |
| All | +823.3% | +336.5% | +486.8% | +374.4% |
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