+188.7%
GD vs KMX
+5.5%
+183.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.0% |
| 7D | -5.3% | +1.9% | -7.2% | -5.6% |
| 30D | -6.4% | +11.7% | -18.1% | -8.4% |
| 3M | +5.7% | +34.9% | -29.2% | -0.6% |
| 6M | -0.9% | +50.3% | -51.2% | -9.4% |
| YTD | +8.2% | +63.8% | -55.6% | -3.2% |
| 1Y | +13.4% | +3.8% | +9.6% | +9.7% |
| 3Y | +68.5% | -24.3% | +92.8% | +69.1% |
| 5Y | +97.2% | -50.2% | +147.4% | +111.2% |
| All | +188.7% | +5.5% | +183.2% | +136.1% |
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