+356.1%
GLW vs KMX
-16.1%
+372.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +5.1% | +4.1% | +8.3% |
| 7D | -5.9% | -4.1% | -1.8% | -5.2% |
| 30D | -26.0% | +2.9% | -28.8% | -26.5% |
| 3M | -29.9% | -7.0% | -22.9% | -29.3% |
| 6M | -37.8% | +34.1% | -71.9% | -41.4% |
| YTD | +33.1% | +40.0% | -6.9% | +23.5% |
| 1Y | +36.8% | +67.2% | -30.4% | +23.2% |
| 3Y | +356.1% | -13.4% | +369.5% | +351.0% |
| All | +356.1% | -16.1% | +372.2% | +351.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling