+394.5%
GLW vs KMX
-54.2%
+448.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +16.9% | -1.9% | +18.7% | +17.2% |
| 30D | +7.0% | +2.6% | +4.4% | +6.2% |
| 3M | -3.0% | +25.6% | -28.5% | -8.0% |
| 6M | +31.0% | +41.9% | -10.9% | +20.3% |
| YTD | +93.4% | +56.0% | +37.4% | +73.2% |
| 1Y | +134.7% | -1.8% | +136.5% | +129.5% |
| 3Y | +471.8% | -25.7% | +497.5% | +481.9% |
| 5Y | +394.5% | -54.7% | +449.2% | +451.6% |
| All | +394.5% | -54.2% | +448.6% | +451.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling