+265.1%
GE vs KMX
-15.8%
+280.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.0% | -3.1% |
| 7D | +5.1% | 0.0% | +5.2% | +5.1% |
| 30D | +7.6% | +3.5% | +4.1% | +7.0% |
| 3M | -9.3% | -10.4% | +1.1% | -8.0% |
| 6M | +11.5% | +37.6% | -26.1% | +5.6% |
| YTD | +7.9% | +36.1% | -28.2% | +1.5% |
| 1Y | +7.6% | +52.8% | -45.1% | -0.7% |
| All | +265.1% | -15.8% | +280.9% | +285.1% |
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 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