+1,036.1%
GFI vs KMX
+11.6%
+1,024.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.4% | +0.8% |
| 7D | -2.7% | -3.1% | +0.4% | -2.4% |
| 30D | +13.2% | +4.4% | +8.8% | +12.8% |
| 3M | +28.5% | +18.9% | +9.6% | +26.3% |
| 6M | -6.2% | +44.3% | -50.5% | -9.6% |
| YTD | +8.7% | +58.7% | -50.0% | +3.9% |
| 1Y | +24.8% | +0.1% | +24.7% | +22.9% |
| 3Y | +298.0% | -24.4% | +322.5% | +295.6% |
| 5Y | +546.0% | -54.4% | +600.4% | +556.3% |
| All | +1,036.1% | +11.6% | +1,024.5% | +1,037.1% |
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