-55.2%
GLXY vs KMX
+35.0%
-90.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +3.3% | -20.3% | -18.0% |
| 7D | -26.8% | +2.1% | -29.0% | -27.8% |
| 30D | -38.3% | +0.5% | -38.8% | -39.0% |
| 3M | -36.9% | -4.1% | -32.8% | -36.5% |
| 6M | -52.1% | +49.5% | -101.6% | -59.2% |
| YTD | -37.5% | +42.7% | -80.2% | -45.8% |
| 1Y | -55.2% | +35.3% | -90.5% | -61.0% |
| All | -55.2% | +35.0% | -90.2% | -61.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling