+2,064.0%
GS vs KMX
+2,600.4%
-536.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | -0.2% |
| 7D | +0.9% | +1.9% | -1.0% | +0.4% |
| 30D | -1.6% | +11.7% | -13.3% | -4.6% |
| 3M | -4.5% | +34.9% | -39.4% | -12.8% |
| 6M | +20.9% | +50.3% | -29.4% | +6.1% |
| YTD | +19.9% | +63.8% | -43.9% | +2.2% |
| 1Y | +41.4% | +3.8% | +37.6% | +33.8% |
| 3Y | +239.2% | -24.3% | +263.4% | +244.0% |
| 5Y | +185.0% | -50.2% | +235.3% | +210.0% |
| 10Y | +655.0% | +5.4% | +649.6% | +543.4% |
| All | +2,064.0% | +2,600.4% | -536.3% | +723.9% |
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