+502.4%
GFI vs KMX
-54.8%
+557.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.4% |
| 7D | -4.9% | -3.1% | -1.7% | -4.6% |
| 30D | +10.7% | +4.4% | +6.3% | +10.3% |
| 3M | +25.6% | +18.9% | +6.7% | +23.6% |
| 6M | -8.3% | +44.3% | -52.5% | -11.5% |
| YTD | +6.3% | +58.7% | -52.4% | +1.9% |
| 1Y | +22.1% | +0.1% | +22.0% | +19.8% |
| 3Y | +289.2% | -24.4% | +313.6% | +283.5% |
| All | +502.4% | -54.8% | +557.2% | +462.9% |
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 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