+208.4%
GLD vs KMX
+6.5%
+202.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | +2.8% | +1.5% | +1.3% | +2.8% |
| 30D | -4.0% | +3.0% | -7.0% | -4.0% |
| 3M | -8.2% | -7.8% | -0.4% | -8.2% |
| 6M | -14.8% | +34.3% | -49.2% | -15.1% |
| YTD | -6.8% | +40.2% | -47.0% | -7.1% |
| 1Y | -2.4% | +63.0% | -65.4% | -2.7% |
| 3Y | +105.8% | -14.5% | +120.2% | +105.1% |
| 5Y | +113.3% | -64.3% | +177.7% | +112.8% |
| 10Y | +208.4% | +2.8% | +205.7% | +209.7% |
| All | +208.4% | +6.5% | +202.0% | +209.7% |
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