+798.5%
GLD vs KMX
+312.7%
+485.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.6% |
| 7D | -2.0% | -3.1% | +1.1% | -1.9% |
| 30D | -1.5% | +4.4% | -6.0% | -1.5% |
| 3M | +3.2% | +18.9% | -15.7% | +3.1% |
| 6M | -16.3% | +44.3% | -60.5% | -16.5% |
| YTD | +0.6% | +58.7% | -58.1% | +0.3% |
| 1Y | +19.1% | +0.1% | +19.0% | +18.9% |
| 3Y | +123.5% | -24.4% | +147.9% | +123.2% |
| 5Y | +138.5% | -54.4% | +192.9% | +138.4% |
| 10Y | +214.6% | +11.0% | +203.6% | +211.9% |
| All | +798.5% | +312.7% | +485.9% | +761.8% |
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