+123.2%
GLW vs KMX
+5.0%
+118.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.6% | +5.5% |
| 7D | +3.8% | +1.9% | +1.9% | +3.5% |
| 30D | -1.3% | +11.7% | -13.0% | -3.0% |
| 3M | -21.8% | +34.9% | -56.7% | -25.3% |
| 6M | +6.9% | +50.3% | -43.4% | +0.3% |
| YTD | +77.2% | +63.8% | +13.4% | +65.7% |
| 1Y | +123.2% | +3.8% | +119.4% | +117.3% |
| All | +123.2% | +5.0% | +118.3% | +117.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling