+1,538.1%
GLW vs KMX
+389.9%
+1,148.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.6% | +8.0% | +7.6% |
| 7D | +1.4% | -2.3% | +3.7% | +2.1% |
| 30D | -18.2% | +6.3% | -24.5% | -19.6% |
| 3M | -24.2% | -7.4% | -16.8% | -23.2% |
| 6M | -41.7% | +37.9% | -79.6% | -46.4% |
| YTD | +38.3% | +39.5% | -1.2% | +25.4% |
| 1Y | +38.2% | +57.9% | -19.7% | +21.5% |
| 3Y | +363.4% | -15.0% | +378.3% | +352.3% |
| 5Y | +254.6% | -64.1% | +318.7% | +308.9% |
| 10Y | +562.0% | -1.6% | +563.6% | +485.9% |
| All | +1,538.1% | +389.9% | +1,148.2% | +789.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling