+124.5%
GLD vs KMX
-25.6%
+150.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -1.6% |
| 7D | +0.7% | -0.7% | +1.5% | +0.8% |
| 30D | +0.3% | +4.1% | -3.8% | +0.2% |
| 3M | +0.6% | +27.5% | -26.9% | +0.1% |
| 6M | -15.6% | +43.6% | -59.1% | -16.3% |
| YTD | +0.9% | +56.8% | -55.9% | 0.0% |
| 1Y | +19.4% | -1.3% | +20.7% | +18.2% |
| 3Y | +124.5% | -25.4% | +149.8% | +120.2% |
| All | +124.5% | -25.6% | +150.0% | +120.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling