+7.6%
GD vs KMX
+55.6%
-48.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | 0.0% |
| 7D | +2.7% | +3.4% | -0.7% | +2.4% |
| 30D | +8.6% | +6.8% | +1.8% | +8.1% |
| 3M | -7.1% | -11.4% | +4.3% | -6.5% |
| 6M | +7.5% | +43.6% | -36.1% | +3.5% |
| YTD | +9.9% | +37.7% | -27.8% | +5.6% |
| 1Y | +7.6% | +53.0% | -45.4% | +0.8% |
| All | +7.6% | +55.6% | -48.1% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling