+3,651.0%
GD vs KMX
+475.4%
+3,175.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.9% |
| 7D | -5.3% | +1.9% | -7.2% | -5.5% |
| 30D | -6.4% | +11.7% | -18.1% | -7.8% |
| 3M | +5.7% | +34.9% | -29.2% | +1.3% |
| 6M | -0.9% | +50.3% | -51.2% | -6.7% |
| YTD | +8.2% | +63.8% | -55.6% | +0.5% |
| 1Y | +13.4% | +3.8% | +9.6% | +10.6% |
| 3Y | +68.5% | -24.3% | +92.8% | +68.3% |
| 5Y | +97.2% | -50.2% | +147.4% | +102.9% |
| 10Y | +190.2% | +5.4% | +184.8% | +166.7% |
| All | +3,651.0% | +475.4% | +3,175.7% | +2,617.8% |
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 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