+93.8%
GD vs KMX
-66.8%
+160.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.4% |
| 7D | -5.0% | -7.4% | +2.4% | -4.3% |
| 30D | +8.9% | -3.4% | +12.3% | +9.2% |
| 3M | -8.0% | -11.3% | +3.3% | -7.1% |
| 6M | +2.9% | +30.6% | -27.7% | -0.6% |
| YTD | +7.1% | +33.2% | -26.2% | +2.7% |
| 1Y | +5.9% | +66.7% | -60.8% | -0.9% |
| 3Y | +53.9% | -22.1% | +75.9% | +53.3% |
| All | +93.8% | -66.8% | +160.6% | +124.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling