+2,047.2%
GNRC vs KMX
+190.3%
+1,857.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.7% |
| 7D | -0.7% | -3.4% | +2.6% | +0.6% |
| 30D | -15.8% | +4.0% | -19.9% | -17.4% |
| 3M | -24.0% | +24.8% | -48.8% | -31.5% |
| 6M | -13.8% | +43.6% | -57.4% | -28.1% |
| YTD | +33.2% | +56.6% | -23.4% | +6.1% |
| 1Y | -1.8% | +2.2% | -4.1% | -8.7% |
| 3Y | +57.7% | -25.4% | +83.2% | +62.3% |
| 5Y | -59.7% | -55.0% | -4.7% | -50.6% |
| 10Y | +430.7% | +9.6% | +421.2% | +322.1% |
| All | +2,047.2% | +190.3% | +1,857.0% | +1,057.7% |
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