+456.4%
GSK vs KMX
+475.4%
-19.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -3.0% | -2.0% |
| 7D | -1.8% | +1.9% | -3.7% | -2.0% |
| 30D | -2.2% | +11.7% | -13.9% | -3.2% |
| 3M | -1.8% | +34.9% | -36.7% | -4.8% |
| 6M | -10.6% | +50.3% | -60.9% | -14.5% |
| YTD | +4.4% | +63.8% | -59.4% | -1.2% |
| 1Y | +30.4% | +3.8% | +26.6% | +28.0% |
| 3Y | +60.1% | -24.3% | +84.3% | +59.9% |
| 5Y | +46.8% | -50.2% | +97.0% | +49.8% |
| 10Y | +79.2% | +5.4% | +73.8% | +65.7% |
| All | +456.4% | +475.4% | -19.0% | +313.3% |
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