+3.7%
AWK vs KMX
-0.2%
+3.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -0.7% | -3.4% | +2.6% | -0.8% |
| 30D | +2.8% | +4.0% | -1.2% | +2.9% |
| 3M | +11.3% | +24.8% | -13.5% | +11.8% |
| 6M | +6.7% | +43.6% | -36.9% | +7.7% |
| YTD | +9.4% | +56.6% | -47.2% | +9.7% |
| 1Y | +3.7% | +2.2% | +1.5% | +4.7% |
| All | +3.7% | -0.2% | +3.9% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling