-25.2%
GIS vs KMX
-54.8%
+29.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.1% |
| 7D | -8.4% | -3.4% | -5.0% | -8.2% |
| 30D | -5.2% | +4.0% | -9.2% | -5.4% |
| 3M | +8.2% | +24.8% | -16.6% | +6.6% |
| 6M | -12.0% | +43.6% | -55.6% | -14.2% |
| YTD | -18.9% | +56.6% | -75.5% | -21.4% |
| 1Y | -23.6% | +2.2% | -25.9% | -24.4% |
| 3Y | -37.6% | -25.4% | -12.2% | -37.7% |
| 5Y | -25.2% | -55.0% | +29.8% | -24.3% |
| All | -25.2% | -54.8% | +29.6% | -24.3% |
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