+112.9%
GME vs KMX
-14.8%
+127.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.5% |
| 7D | +2.9% | +3.4% | -0.5% | +1.7% |
| 30D | -4.8% | +6.8% | -11.6% | -7.2% |
| 3M | +39.2% | -11.4% | +50.6% | +43.6% |
| 6M | +17.1% | +43.6% | -26.5% | -1.5% |
| YTD | +28.7% | +37.7% | -9.0% | +6.4% |
| 1Y | +23.3% | +53.0% | -29.6% | -3.5% |
| 3Y | +112.9% | -16.3% | +129.2% | +93.6% |
| All | +112.9% | -14.8% | +127.7% | +93.6% |
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