-100.0%
SQQQ vs KMX
+190.3%
-290.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +2.9% | +3.6% |
| 7D | +4.1% | -3.4% | +7.5% | +1.4% |
| 30D | +4.6% | +4.0% | +0.6% | +8.1% |
| 3M | -10.4% | +24.8% | -35.2% | +9.0% |
| 6M | -42.1% | +43.6% | -85.7% | -20.0% |
| YTD | -40.3% | +56.6% | -97.0% | -10.2% |
| 1Y | -50.2% | +2.2% | -52.4% | -45.4% |
| 3Y | -89.4% | -25.4% | -64.0% | -89.3% |
| 5Y | -94.7% | -55.0% | -39.6% | -94.8% |
| 10Y | -100.0% | +9.6% | -109.5% | -99.9% |
| All | -100.0% | +190.3% | -290.3% | -100.0% |
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