-36.9%
GLXY vs KMX
-21.2%
-15.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.2% | -6.5% | -5.7% |
| 7D | +5.3% | +3.4% | +1.9% | +4.1% |
| 30D | -19.8% | +6.8% | -26.6% | -22.7% |
| 3M | -31.4% | -11.4% | -20.0% | -29.0% |
| 6M | -53.3% | +43.6% | -96.9% | -60.1% |
| YTD | -35.7% | +37.7% | -73.4% | -44.6% |
| 1Y | -47.2% | +53.0% | -100.2% | -56.1% |
| All | -36.9% | -21.2% | -15.8% | -35.0% |
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 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