-20.7%
GLXY vs KMX
-7.5%
-13.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -0.6% | +13.7% | +13.2% |
| 7D | +14.3% | -2.3% | +16.6% | +13.8% |
| 30D | -19.6% | +6.3% | -25.9% | -22.8% |
| 3M | -20.7% | -7.4% | -13.3% | -17.6% |
| All | -20.7% | -7.5% | -13.2% | -17.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling