+632.4%
GEV vs KMX
-28.7%
+661.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +3.4% |
| 7D | +1.6% | -3.1% | +4.7% | +2.2% |
| 30D | -7.9% | +4.4% | -12.4% | -8.8% |
| 3M | +5.6% | +18.9% | -13.3% | +1.4% |
| 6M | +13.1% | +44.3% | -31.2% | +3.2% |
| YTD | +46.7% | +58.7% | -12.0% | +29.8% |
| 1Y | +51.3% | +0.1% | +51.2% | +50.4% |
| All | +632.4% | -28.7% | +661.1% | +732.2% |
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 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