+100.4%
GD vs KMX
-65.0%
+165.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.9% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | +9.2% | +3.5% | +5.7% | +8.8% |
| 3M | -7.5% | -10.4% | +3.0% | -6.6% |
| 6M | +5.8% | +37.6% | -31.8% | +1.7% |
| YTD | +9.8% | +36.1% | -26.3% | +5.1% |
| 1Y | +5.8% | +52.8% | -47.0% | -0.1% |
| 3Y | +58.0% | -17.0% | +75.0% | +56.3% |
| 5Y | +100.4% | -64.7% | +165.1% | +127.5% |
| All | +100.4% | -65.0% | +165.4% | +127.5% |
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