+230.7%
GM vs KMX
+85.2%
+145.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.2% |
| 7D | -1.1% | -1.9% | +0.8% | -0.3% |
| 30D | -4.6% | +2.6% | -7.1% | -5.7% |
| 3M | +0.2% | +25.6% | -25.4% | -10.2% |
| 6M | +12.6% | +41.9% | -29.2% | -5.7% |
| YTD | +3.7% | +56.0% | -52.3% | -17.5% |
| 1Y | +45.6% | -1.8% | +47.4% | +37.3% |
| 3Y | +162.0% | -25.7% | +187.7% | +166.7% |
| 5Y | +80.5% | -54.7% | +135.2% | +119.8% |
| 10Y | +231.3% | +9.2% | +222.2% | +153.6% |
| All | +230.7% | +85.2% | +145.5% | +73.3% |
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