-14.3%
GME vs KMX
+5.0%
-19.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | +7.2% | +1.9% | +5.3% | +7.0% |
| 30D | +0.8% | +11.7% | -10.9% | -0.5% |
| 3M | -14.0% | +34.9% | -48.9% | -17.5% |
| 6M | -19.7% | +50.3% | -70.0% | -25.0% |
| YTD | -4.6% | +63.8% | -68.4% | -12.2% |
| 1Y | -14.3% | +3.8% | -18.2% | -14.5% |
| All | -14.3% | +5.0% | -19.3% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling