+401.3%
GH vs KMX
-13.6%
+414.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | -0.1% | +1.9% | -2.0% | -0.7% |
| 30D | -1.1% | +11.7% | -12.8% | -4.9% |
| 3M | +21.3% | +34.9% | -13.6% | +8.1% |
| 6M | +73.5% | +50.3% | +23.3% | +46.6% |
| YTD | +58.0% | +63.8% | -5.8% | +28.5% |
| 1Y | +163.1% | +3.8% | +159.2% | +145.4% |
| 3Y | +361.0% | -24.3% | +385.3% | +376.6% |
| 5Y | +22.5% | -50.2% | +72.8% | +40.5% |
| All | +401.3% | -13.6% | +414.9% | +319.9% |
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