-1.1%
GAP vs KMX
-2.3%
+1.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.1% | -1.5% |
| 7D | -1.9% | +3.4% | -5.3% | -3.8% |
| 30D | -7.1% | +6.8% | -13.9% | -10.7% |
| 3M | +4.1% | -11.4% | +15.5% | +10.5% |
| 6M | +1.9% | +43.6% | -41.7% | -20.0% |
| YTD | -15.2% | +37.7% | -52.9% | -34.1% |
| 1Y | -10.6% | +53.0% | -63.6% | -35.1% |
| 3Y | +74.6% | -16.3% | +90.9% | +67.3% |
| 5Y | +3.7% | -64.2% | +67.9% | +67.6% |
| All | -1.1% | -2.3% | +1.2% | -25.6% |
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