+53.9%
GD vs KMX
-22.6%
+76.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.5% |
| 7D | -5.0% | -7.4% | +2.4% | -4.4% |
| 30D | +8.9% | -3.4% | +12.3% | +9.2% |
| 3M | -8.0% | -11.3% | +3.3% | -7.3% |
| 6M | +2.9% | +30.6% | -27.7% | -0.1% |
| YTD | +7.1% | +33.2% | -26.2% | +3.4% |
| 1Y | +5.9% | +66.7% | -60.8% | +0.1% |
| 3Y | +53.9% | -22.1% | +75.9% | +53.8% |
| All | +53.9% | -22.6% | +76.4% | +53.8% |
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 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