+460.2%
GIS vs KMX
+450.6%
+9.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -1.4% |
| 7D | -8.3% | -0.7% | -7.6% | -8.3% |
| 30D | +2.2% | +4.1% | -1.9% | +2.0% |
| 3M | +15.7% | +27.5% | -11.8% | +14.3% |
| 6M | -12.0% | +43.6% | -55.5% | -13.7% |
| YTD | -15.0% | +56.8% | -71.7% | -17.1% |
| 1Y | -20.1% | -1.3% | -18.8% | -20.6% |
| 3Y | -34.6% | -25.4% | -9.2% | -34.6% |
| 5Y | -22.8% | -53.9% | +31.1% | -21.8% |
| 10Y | -18.5% | +0.7% | -19.2% | -21.3% |
| All | +460.2% | +450.6% | +9.5% | +438.8% |
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