+132.1%
AWK vs KMX
+10.2%
+121.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -0.7% | -3.4% | +2.6% | -0.3% |
| 30D | +2.8% | +4.0% | -1.2% | +2.2% |
| 3M | +11.3% | +24.8% | -13.5% | +7.8% |
| 6M | +6.7% | +43.6% | -36.9% | +0.9% |
| YTD | +9.4% | +56.6% | -47.2% | +1.6% |
| 1Y | +3.7% | +2.2% | +1.5% | +1.6% |
| 3Y | +9.2% | -25.4% | +34.7% | +9.7% |
| 5Y | -15.7% | -55.0% | +39.3% | -10.7% |
| All | +132.1% | +10.2% | +121.9% | +113.2% |
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