+417.9%
GE vs KMX
-54.2%
+472.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.4% | -2.7% |
| 7D | -1.2% | -1.9% | +0.6% | -0.9% |
| 30D | -11.3% | +2.6% | -13.8% | -11.8% |
| 3M | -1.4% | +25.6% | -27.0% | -6.4% |
| 6M | +1.2% | +41.9% | -40.6% | -6.9% |
| YTD | +5.9% | +56.0% | -50.1% | -4.9% |
| 1Y | +18.4% | -1.8% | +20.2% | +16.1% |
| 3Y | +271.0% | -25.7% | +296.7% | +279.9% |
| 5Y | +417.9% | -54.7% | +472.7% | +496.5% |
| All | +417.9% | -54.2% | +472.1% | +496.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling