+652.8%
GS vs KMX
+6.1%
+646.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | -0.3% |
| 7D | +0.9% | +1.9% | -1.0% | +0.3% |
| 30D | -1.6% | +11.7% | -13.3% | -5.2% |
| 3M | -4.5% | +34.9% | -39.4% | -14.2% |
| 6M | +20.9% | +50.3% | -29.4% | +3.4% |
| YTD | +19.9% | +63.8% | -43.9% | -1.1% |
| 1Y | +41.4% | +3.8% | +37.6% | +33.1% |
| 3Y | +239.2% | -24.3% | +263.4% | +248.1% |
| 5Y | +185.0% | -50.2% | +235.3% | +223.3% |
| All | +652.8% | +6.1% | +646.7% | +473.3% |
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