-19.4%
GFS vs KMX
-23.7%
+4.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.2% |
| 7D | +1.0% | +1.9% | -0.9% | +0.5% |
| 30D | -8.6% | +11.7% | -20.3% | -11.6% |
| 3M | -46.5% | +34.9% | -81.4% | -51.4% |
| 6M | -4.8% | +50.3% | -55.1% | -17.2% |
| YTD | +29.7% | +63.8% | -34.1% | +8.8% |
| 1Y | +35.8% | +3.8% | +32.0% | +31.1% |
| All | -19.4% | -23.7% | +4.4% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling