+379.5%
GAP vs KMX
+475.4%
-95.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | -4.5% | +1.9% | -6.4% | -5.0% |
| 30D | +9.0% | +11.7% | -2.6% | +5.7% |
| 3M | +5.0% | +34.9% | -29.9% | -4.0% |
| 6M | -17.8% | +50.3% | -68.1% | -27.6% |
| YTD | -10.4% | +63.8% | -74.2% | -23.2% |
| 1Y | -3.4% | +3.8% | -7.2% | -7.7% |
| 3Y | +111.5% | -24.3% | +135.8% | +117.5% |
| 5Y | +8.8% | -50.2% | +59.0% | +23.2% |
| 10Y | +32.9% | +5.4% | +27.5% | +29.3% |
| All | +379.5% | +475.4% | -95.9% | +220.3% |
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