+33.1%
GDDY vs KMX
-25.1%
+58.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.4% | +1.6% |
| 7D | -3.2% | -3.1% | -0.1% | -2.7% |
| 30D | +6.8% | +4.4% | +2.4% | +6.2% |
| 3M | +30.5% | +18.9% | +11.6% | +27.1% |
| 6M | +13.3% | +44.3% | -31.0% | +6.7% |
| YTD | -21.0% | +58.7% | -79.7% | -26.8% |
| 1Y | -34.0% | +0.1% | -34.1% | -34.5% |
| 3Y | +33.1% | -24.4% | +57.5% | +29.0% |
| All | +33.1% | -25.1% | +58.2% | +29.0% |
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