-16.4%
GFS vs KMX
-62.5%
+46.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.1% | +8.3% | +7.0% |
| 7D | -7.8% | -7.4% | -0.5% | -5.4% |
| 30D | -19.7% | -3.4% | -16.3% | -19.1% |
| 3M | -23.1% | -11.3% | -11.8% | -20.6% |
| 6M | -46.4% | +30.6% | -76.9% | -52.6% |
| YTD | +11.0% | +33.2% | -22.2% | -4.9% |
| 1Y | +12.6% | +66.7% | -54.1% | -12.3% |
| 3Y | -24.9% | -22.1% | -2.9% | -24.3% |
| 5Y | -39.1% | -66.7% | +27.7% | +10.8% |
| All | -16.4% | -62.5% | +46.1% | +24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling