+142.5%
GLD vs KMX
-50.1%
+192.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.9% | -0.9% |
| 7D | -0.5% | +1.9% | -2.4% | -0.5% |
| 30D | +4.4% | +11.7% | -7.3% | +4.2% |
| 3M | -1.1% | +34.9% | -36.0% | -1.5% |
| 6M | -13.8% | +50.3% | -64.0% | -14.3% |
| YTD | +2.6% | +63.8% | -61.2% | +2.0% |
| 1Y | +24.5% | +3.8% | +20.7% | +23.7% |
| 3Y | +125.8% | -24.3% | +150.1% | +124.5% |
| All | +142.5% | -50.1% | +192.6% | +139.0% |
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