+435.3%
GNRC vs KMX
+11.6%
+423.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +2.4% |
| 7D | -0.2% | -3.1% | +2.9% | +1.1% |
| 30D | -15.7% | +4.4% | -20.2% | -17.4% |
| 3M | -27.3% | +18.9% | -46.2% | -33.3% |
| 6M | -12.1% | +44.3% | -56.3% | -27.0% |
| YTD | +37.1% | +58.7% | -21.6% | +8.1% |
| 1Y | -0.5% | +0.1% | -0.6% | -6.4% |
| 3Y | +61.5% | -24.4% | +85.9% | +65.9% |
| 5Y | -58.6% | -54.4% | -4.1% | -49.8% |
| All | +435.3% | +11.6% | +423.7% | +315.3% |
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 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