+405.9%
GE vs KMX
-65.0%
+470.9%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.0% | -3.0% |
| 7D | +5.1% | 0.0% | +5.2% | +5.1% |
| 30D | +7.6% | +3.5% | +4.1% | +6.7% |
| 3M | -9.3% | -10.4% | +1.1% | -7.6% |
| 6M | +11.5% | +37.6% | -26.1% | +3.6% |
| YTD | +7.9% | +36.1% | -28.2% | -0.7% |
| 1Y | +7.6% | +52.8% | -45.1% | -3.6% |
| 3Y | +265.9% | -17.0% | +282.9% | +261.9% |
| 5Y | +405.9% | -64.7% | +470.6% | +557.0% |
| All | +405.9% | -65.0% | +470.9% | +557.0% |
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 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