+29.3%
GPC vs KMX
-52.4%
+81.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.3% | +1.4% | -2.0% |
| 7D | +0.2% | -0.7% | +0.9% | +0.4% |
| 30D | -0.4% | +4.1% | -4.5% | -1.3% |
| 3M | +39.2% | +27.5% | +11.7% | +31.2% |
| 6M | +18.2% | +43.6% | -25.3% | +7.7% |
| YTD | +12.1% | +56.8% | -44.7% | -0.5% |
| 1Y | -0.7% | -1.3% | +0.7% | -2.8% |
| 3Y | -1.7% | -25.4% | +23.7% | +0.6% |
| 5Y | +29.3% | -53.9% | +83.2% | +45.6% |
| All | +29.3% | -52.4% | +81.7% | +45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling