+516.2%
GLW vs KMX
+2.9%
+513.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | -11.1% | +1.5% | -12.6% | -11.4% |
| 30D | -28.4% | +3.0% | -31.4% | -29.2% |
| 3M | -28.8% | -7.8% | -21.0% | -27.6% |
| 6M | -39.8% | +34.3% | -74.1% | -45.6% |
| YTD | +28.7% | +40.2% | -11.5% | +13.3% |
| 1Y | +27.7% | +63.0% | -35.3% | +7.1% |
| 3Y | +331.3% | -14.5% | +345.8% | +315.1% |
| 5Y | +233.4% | -64.3% | +297.8% | +320.4% |
| All | +516.2% | +2.9% | +513.3% | +400.6% |
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