+17.5%
GFS vs KMX
+68.9%
-51.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.1% | -0.2% | +4.0% |
| 7D | -3.1% | -4.1% | +1.0% | -2.5% |
| 30D | -16.0% | +2.9% | -18.9% | -16.5% |
| 3M | -24.7% | -7.0% | -17.7% | -23.9% |
| 6M | -45.1% | +34.1% | -79.3% | -49.0% |
| YTD | +16.5% | +40.0% | -23.6% | +4.7% |
| All | +17.5% | +68.9% | -51.5% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling