+3,637.3%
GD vs KMX
+378.2%
+3,259.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -1.8% |
| 7D | -3.9% | -6.4% | +2.5% | -3.1% |
| 30D | +8.1% | -4.9% | +12.9% | +8.6% |
| 3M | -6.8% | -7.2% | +0.4% | -6.1% |
| 6M | +3.0% | +41.2% | -38.2% | -2.1% |
| YTD | +7.8% | +36.1% | -28.4% | +2.3% |
| 1Y | +5.8% | +28.9% | -23.1% | +0.5% |
| 3Y | +55.3% | -21.5% | +76.8% | +54.3% |
| 5Y | +96.7% | -66.0% | +162.7% | +112.6% |
| 10Y | +195.4% | +4.1% | +191.2% | +172.4% |
| All | +3,637.3% | +378.2% | +3,259.1% | +2,667.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling