+155.6%
GS vs KMX
-64.6%
+220.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | 0.0% |
| 7D | +5.9% | +3.4% | +2.5% | +5.0% |
| 30D | +4.3% | +6.8% | -2.5% | +2.5% |
| 3M | -11.7% | -11.4% | -0.3% | -9.2% |
| 6M | -3.2% | +43.6% | -46.7% | -12.9% |
| YTD | +5.8% | +37.7% | -31.9% | -5.2% |
| 1Y | +16.0% | +53.0% | -36.9% | +0.8% |
| 3Y | +199.8% | -16.3% | +216.1% | +203.1% |
| All | +155.6% | -64.6% | +220.2% | +213.0% |
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