+218.2%
GLD vs KMX
+3.6%
+214.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.9% |
| 7D | +0.1% | -1.9% | +2.0% | +0.2% |
| 30D | +0.2% | +2.6% | -2.4% | +0.2% |
| 3M | +3.2% | +25.6% | -22.4% | +3.0% |
| 6M | -14.6% | +41.9% | -56.5% | -15.0% |
| YTD | +1.8% | +56.0% | -54.3% | +1.4% |
| 1Y | +20.7% | -1.8% | +22.5% | +20.3% |
| 3Y | +126.5% | -25.7% | +152.2% | +125.8% |
| 5Y | +140.0% | -54.7% | +194.8% | +139.0% |
| 10Y | +218.2% | +9.2% | +209.1% | +220.3% |
| All | +218.2% | +3.6% | +214.6% | +220.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling