+151.3%
GEN vs KMX
+10.2%
+141.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -4.3% | -3.4% | -1.0% | -3.7% |
| 30D | +3.8% | +4.0% | -0.3% | +3.0% |
| 3M | +22.3% | +24.8% | -2.5% | +16.7% |
| 6M | +39.0% | +43.6% | -4.7% | +28.2% |
| YTD | +11.9% | +56.6% | -44.7% | +1.3% |
| 1Y | +4.5% | +2.2% | +2.3% | +1.4% |
| 3Y | +59.0% | -25.4% | +84.4% | +61.4% |
| 5Y | +22.0% | -55.0% | +77.0% | +30.0% |
| All | +151.3% | +10.2% | +141.2% | +127.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling