+290.5%
GME vs KMX
+11.6%
+278.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.1% |
| 7D | +10.4% | -3.1% | +13.5% | +12.1% |
| 30D | +14.1% | +4.4% | +9.6% | +11.5% |
| 3M | -4.6% | +18.9% | -23.6% | -13.9% |
| 6M | -13.5% | +44.3% | -57.8% | -30.7% |
| YTD | +5.3% | +58.7% | -53.4% | -20.9% |
| 1Y | -14.9% | +0.1% | -15.0% | -21.6% |
| 3Y | +24.3% | -24.4% | +48.7% | +29.4% |
| 5Y | -55.6% | -54.4% | -1.2% | -41.9% |
| All | +290.5% | +11.6% | +278.9% | +192.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling