+262.7%
GE vs KMX
-26.3%
+289.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.4% | -2.8% |
| 7D | -1.2% | -1.9% | +0.6% | -1.0% |
| 30D | -11.3% | +2.6% | -13.8% | -11.6% |
| 3M | -1.4% | +25.6% | -27.0% | -4.9% |
| 6M | +1.2% | +41.9% | -40.6% | -4.8% |
| YTD | +5.9% | +56.0% | -50.1% | -1.9% |
| 1Y | +18.4% | -1.8% | +20.2% | +17.5% |
| All | +262.7% | -26.3% | +289.1% | +267.9% |
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