-100.0%
SQQQ vs KMX
+11.6%
-111.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -1.6% |
| 7D | +1.8% | -3.1% | +4.9% | -0.4% |
| 30D | +4.2% | +4.4% | -0.3% | +7.7% |
| 3M | -3.3% | +18.9% | -22.2% | +11.6% |
| 6M | -43.6% | +44.3% | -87.9% | -23.5% |
| YTD | -41.9% | +58.7% | -100.6% | -13.8% |
| 1Y | -50.6% | +0.1% | -50.7% | -47.2% |
| 3Y | -89.3% | -24.4% | -64.9% | -89.1% |
| 5Y | -94.8% | -54.4% | -40.4% | -94.8% |
| All | -100.0% | +11.6% | -111.6% | -99.9% |
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