+18.6%
GLXY vs KMX
-10.3%
+28.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.3% | +7.0% | +4.4% |
| 7D | +15.5% | -0.7% | +16.2% | +15.7% |
| 30D | +34.1% | +4.1% | +30.0% | +32.1% |
| 3M | -11.3% | +27.5% | -38.9% | -19.6% |
| 6M | +31.6% | +43.6% | -12.0% | +12.0% |
| YTD | +21.0% | +56.8% | -35.8% | +0.5% |
| 1Y | +11.7% | -1.3% | +13.0% | +5.5% |
| All | +18.6% | -10.3% | +28.9% | +17.7% |
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