+185.7%
GS vs KMX
-50.1%
+235.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | -0.2% |
| 7D | +0.9% | +1.9% | -1.0% | +0.5% |
| 30D | -1.6% | +11.7% | -13.3% | -4.3% |
| 3M | -4.5% | +34.9% | -39.4% | -12.1% |
| 6M | +20.9% | +50.3% | -29.4% | +7.0% |
| YTD | +19.9% | +63.8% | -43.9% | +3.3% |
| 1Y | +41.4% | +3.8% | +37.6% | +35.8% |
| 3Y | +239.2% | -24.3% | +263.4% | +250.0% |
| All | +185.7% | -50.1% | +235.8% | +213.1% |
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