-30.0%
GLXY vs KMX
-20.2%
-9.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -0.6% | +13.7% | +13.4% |
| 7D | +14.3% | -2.3% | +16.6% | +15.2% |
| 30D | -19.6% | +6.3% | -25.9% | -22.3% |
| 3M | -20.7% | -7.4% | -13.3% | -19.2% |
| 6M | -49.6% | +37.9% | -87.5% | -56.2% |
| YTD | -28.6% | +39.5% | -68.0% | -38.7% |
| 1Y | -48.0% | +57.9% | -105.9% | -57.3% |
| All | -30.0% | -20.2% | -9.8% | -28.2% |
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