+76.7%
GSK vs KMX
+11.6%
+65.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -3.5% | -3.1% | -0.4% | -3.2% |
| 30D | -3.4% | +4.4% | -7.9% | -3.9% |
| 3M | -8.1% | +18.9% | -27.0% | -10.0% |
| 6M | -11.1% | +44.3% | -55.4% | -15.0% |
| YTD | +0.7% | +58.7% | -58.0% | -4.8% |
| 1Y | +20.1% | +0.1% | +20.0% | +18.6% |
| 3Y | +46.1% | -24.4% | +70.5% | +46.6% |
| 5Y | +48.2% | -54.4% | +102.7% | +56.3% |
| All | +76.7% | +11.6% | +65.1% | +64.8% |
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