+1,044.2%
AWK vs KMX
+163.9%
+880.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.2% |
| 7D | +0.1% | +3.4% | -3.2% | -0.4% |
| 30D | +14.3% | +6.8% | +7.4% | +13.1% |
| 3M | +10.3% | -11.4% | +21.7% | +11.9% |
| 6M | +18.9% | +43.6% | -24.6% | +12.0% |
| YTD | +17.7% | +37.7% | -20.0% | +10.4% |
| 1Y | +16.9% | +53.0% | -36.1% | +7.6% |
| 3Y | +32.2% | -16.3% | +48.5% | +29.2% |
| 5Y | -2.2% | -64.2% | +62.1% | +6.7% |
| 10Y | +156.1% | -2.8% | +159.0% | +126.9% |
| All | +1,044.2% | +163.9% | +880.3% | +656.6% |
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