+1,704.0%
GS vs KMX
+2,096.5%
-392.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.8% | +0.2% |
| 7D | -3.2% | -7.4% | +4.2% | -1.1% |
| 30D | -2.4% | -3.4% | +1.0% | -1.7% |
| 3M | -15.7% | -11.3% | -4.4% | -13.3% |
| 6M | -6.8% | +30.6% | -37.3% | -14.6% |
| YTD | -0.1% | +33.2% | -33.3% | -10.1% |
| 1Y | +12.1% | +66.7% | -54.6% | -5.6% |
| 3Y | +185.8% | -22.1% | +207.8% | +187.7% |
| 5Y | +140.1% | -66.7% | +206.8% | +192.3% |
| 10Y | +505.2% | +1.9% | +503.3% | +421.1% |
| All | +1,704.0% | +2,096.5% | -392.5% | +624.7% |
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