+606.9%
GEV vs KMX
-29.6%
+636.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.2% | -2.9% |
| 7D | -1.9% | -3.4% | +1.5% | -1.3% |
| 30D | -8.7% | +4.0% | -12.7% | -9.5% |
| 3M | +6.6% | +24.8% | -18.2% | +1.3% |
| 6M | +10.2% | +43.6% | -33.4% | +0.7% |
| YTD | +41.6% | +56.6% | -15.0% | +25.5% |
| 1Y | +43.9% | +2.2% | +41.6% | +41.7% |
| All | +606.9% | -29.6% | +636.5% | +705.2% |
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