+23.2%
GH vs KMX
-54.8%
+78.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.4% |
| 7D | -1.2% | -3.4% | +2.1% | -0.1% |
| 30D | -3.7% | +4.0% | -7.7% | -5.2% |
| 3M | +21.7% | +24.8% | -3.1% | +10.6% |
| 6M | +75.7% | +43.6% | +32.1% | +48.8% |
| YTD | +55.7% | +56.6% | -0.9% | +26.3% |
| 1Y | +181.1% | +2.2% | +178.9% | +163.5% |
| 3Y | +371.6% | -25.4% | +397.1% | +397.5% |
| 5Y | +23.2% | -55.0% | +78.2% | +50.4% |
| All | +23.2% | -54.8% | +78.0% | +50.4% |
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 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