-2.7%
GFS vs KMX
-55.9%
+53.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +1.3% |
| 7D | +2.6% | -0.7% | +3.3% | +2.9% |
| 30D | -16.4% | +4.1% | -20.5% | -17.8% |
| 3M | -41.6% | +27.5% | -69.1% | -47.2% |
| 6M | -3.7% | +43.6% | -47.2% | -17.8% |
| YTD | +29.3% | +56.8% | -27.4% | +5.4% |
| 1Y | +37.1% | -1.3% | +38.4% | +31.6% |
| 3Y | -22.1% | -25.4% | +3.3% | -18.6% |
| All | -2.7% | -55.9% | +53.2% | +37.4% |
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