+39.3%
GEHC vs KMX
-20.2%
+59.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.2% |
| 7D | +0.8% | +3.4% | -2.6% | 0.0% |
| 30D | +21.3% | +6.8% | +14.5% | +19.4% |
| 3M | +12.6% | -11.4% | +23.9% | +15.2% |
| 6M | +34.3% | +43.6% | -9.3% | +22.3% |
| YTD | +1.4% | +37.7% | -36.3% | -8.0% |
| 1Y | +12.5% | +53.0% | -40.5% | -0.6% |
| 3Y | +19.2% | -16.3% | +35.5% | +19.9% |
| All | +39.3% | -20.2% | +59.5% | +35.6% |
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