+2,449.8%
GPN vs KMX
+2,472.4%
-22.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | -6.2% | -1.9% | -4.4% | -5.8% |
| 30D | +1.0% | +2.6% | -1.5% | +0.4% |
| 3M | +36.9% | +25.6% | +11.3% | +28.1% |
| 6M | +16.8% | +41.9% | -25.1% | +4.8% |
| YTD | +13.2% | +56.0% | -42.8% | -1.3% |
| 1Y | +1.4% | -1.8% | +3.2% | -1.5% |
| 3Y | -28.6% | -25.7% | -2.9% | -26.5% |
| 5Y | -47.0% | -54.7% | +7.8% | -40.3% |
| 10Y | +25.2% | +9.2% | +16.0% | +10.3% |
| All | +2,449.8% | +2,472.4% | -22.6% | +1,339.7% |
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