+675.5%
GE vs KMX
+383.8%
+291.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | 0.0% |
| 7D | +2.7% | +3.4% | -0.7% | +2.0% |
| 30D | +8.1% | +6.8% | +1.2% | +6.5% |
| 3M | -7.9% | -11.4% | +3.5% | -5.8% |
| 6M | +12.9% | +43.6% | -30.7% | +3.9% |
| YTD | +8.2% | +37.7% | -29.6% | -0.5% |
| 1Y | +9.7% | +53.0% | -43.3% | -1.6% |
| 3Y | +266.1% | -16.3% | +282.4% | +259.2% |
| 5Y | +407.4% | -64.2% | +471.6% | +475.6% |
| 10Y | +150.3% | -2.8% | +153.2% | +128.8% |
| All | +675.5% | +383.8% | +291.7% | +380.7% |
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