+124.1%
GAP vs KMX
-26.0%
+150.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | +1.3% |
| 7D | +1.7% | -0.7% | +2.4% | +1.9% |
| 30D | +9.3% | +4.1% | +5.2% | +7.6% |
| 3M | +6.1% | +27.5% | -21.4% | -3.8% |
| 6M | -2.3% | +43.6% | -45.8% | -16.6% |
| YTD | -10.6% | +56.8% | -67.3% | -26.8% |
| 1Y | -4.4% | -1.3% | -3.1% | -7.0% |
| All | +124.1% | -26.0% | +150.1% | +132.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling