+867.9%
GLW vs KMX
+3.6%
+864.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +16.9% | -1.9% | +18.7% | +17.4% |
| 30D | +7.0% | +2.6% | +4.4% | +5.9% |
| 3M | -3.0% | +25.6% | -28.5% | -9.7% |
| 6M | +31.0% | +41.9% | -10.9% | +16.5% |
| YTD | +93.4% | +56.0% | +37.4% | +65.8% |
| 1Y | +134.7% | -1.8% | +136.5% | +126.4% |
| 3Y | +471.8% | -25.7% | +497.5% | +479.6% |
| 5Y | +394.5% | -54.7% | +449.2% | +469.4% |
| 10Y | +867.9% | +9.2% | +858.8% | +687.1% |
| All | +867.9% | +3.6% | +864.3% | +687.1% |
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