+478.5%
GS vs KMX
+13.6%
+465.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.1% | -0.4% | +3.0% |
| 7D | +0.8% | -4.1% | +4.9% | +2.2% |
| 30D | +1.2% | +2.9% | -1.6% | +0.1% |
| 3M | -12.4% | -7.0% | -5.4% | -10.8% |
| 6M | -2.3% | +34.1% | -36.5% | -12.8% |
| YTD | +4.6% | +40.0% | -35.4% | -9.6% |
| 1Y | +17.5% | +67.2% | -49.7% | -4.7% |
| 3Y | +202.0% | -13.4% | +215.5% | +194.7% |
| 5Y | +152.4% | -65.1% | +217.4% | +229.5% |
| 10Y | +478.5% | +6.9% | +471.6% | +330.6% |
| All | +478.5% | +13.6% | +465.0% | +330.6% |
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 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