-17.4%
GIS vs KMX
+35.0%
-52.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.3% | +1.9% | +4.9% |
| 7D | +8.5% | +2.1% | +6.3% | +8.2% |
| 30D | +15.3% | +0.5% | +14.8% | +15.1% |
| 3M | +0.9% | -4.1% | +5.1% | +1.1% |
| 6M | +7.9% | +49.5% | -41.6% | +5.8% |
| YTD | -17.6% | +42.7% | -60.3% | -19.6% |
| 1Y | -17.4% | +35.3% | -52.7% | -19.4% |
| All | -17.4% | +35.0% | -52.4% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling