+27.9%
GAP vs KMX
+11.6%
+16.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.5% | +2.1% |
| 7D | -4.1% | -3.1% | -1.0% | -2.4% |
| 30D | +6.2% | +4.4% | +1.8% | +3.3% |
| 3M | -0.7% | +18.9% | -19.6% | -11.7% |
| 6M | -7.1% | +44.3% | -51.4% | -28.0% |
| YTD | -14.1% | +58.7% | -72.8% | -38.0% |
| 1Y | -8.5% | +0.1% | -8.6% | -16.2% |
| 3Y | +115.4% | -24.4% | +139.8% | +122.2% |
| 5Y | +9.8% | -54.4% | +64.2% | +50.8% |
| All | +27.9% | +11.6% | +16.3% | -4.9% |
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