+48.2%
GSK vs KMX
-54.8%
+103.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -5.4% | -3.4% | -2.0% | -5.2% |
| 30D | -4.6% | +4.0% | -8.6% | -4.8% |
| 3M | -5.1% | +24.8% | -29.9% | -6.4% |
| 6M | -11.4% | +43.6% | -55.0% | -13.6% |
| YTD | +0.7% | +56.6% | -55.9% | -2.4% |
| 1Y | +23.0% | +2.2% | +20.8% | +22.1% |
| 3Y | +48.0% | -25.4% | +73.4% | +48.5% |
| 5Y | +48.2% | -55.0% | +103.2% | +51.8% |
| All | +48.2% | -54.8% | +103.0% | +51.8% |
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 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