+686.7%
GE vs KMX
+475.4%
+211.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.9% |
| 7D | -1.6% | +1.9% | -3.5% | -2.0% |
| 30D | -11.6% | +11.7% | -23.2% | -13.7% |
| 3M | +3.0% | +34.9% | -31.9% | -3.7% |
| 6M | -0.5% | +50.3% | -50.8% | -9.6% |
| YTD | +9.7% | +63.8% | -54.1% | -2.4% |
| 1Y | +20.0% | +3.8% | +16.2% | +15.2% |
| 3Y | +275.8% | -24.3% | +300.1% | +276.2% |
| 5Y | +429.1% | -50.2% | +479.3% | +460.6% |
| 10Y | +151.2% | +5.4% | +145.8% | +125.4% |
| All | +686.7% | +475.4% | +211.3% | +371.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling