+20,206.2%
GILD vs KMX
+457.5%
+19,748.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | -4.8% | -3.1% | -1.7% | -4.4% |
| 30D | +5.8% | +4.4% | +1.3% | +5.1% |
| 3M | +14.9% | +18.9% | -4.0% | +11.6% |
| 6M | -0.4% | +44.3% | -44.6% | -6.5% |
| YTD | +18.5% | +58.7% | -40.2% | +9.3% |
| 1Y | +25.1% | +0.1% | +25.0% | +22.2% |
| 3Y | +105.9% | -24.4% | +130.3% | +105.7% |
| 5Y | +143.0% | -54.4% | +197.4% | +154.5% |
| 10Y | +162.4% | +11.0% | +151.4% | +128.8% |
| All | +20,206.2% | +457.5% | +19,748.7% | +12,904.2% |
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