+71.9%
GEN vs KMX
-13.7%
+85.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.6% | +2.2% |
| 7D | -0.8% | -2.3% | +1.4% | -0.3% |
| 30D | +31.2% | +6.3% | +24.9% | +29.4% |
| 3M | +6.1% | -7.4% | +13.4% | +7.6% |
| 6M | +38.1% | +37.9% | +0.2% | +26.9% |
| YTD | +14.4% | +39.5% | -25.1% | +3.7% |
| 1Y | +15.1% | +57.9% | -42.7% | +1.0% |
| All | +71.9% | -13.7% | +85.6% | +79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling