+969.7%
AWK vs KMX
+213.8%
+755.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.2% | -0.3% |
| 7D | +1.7% | +1.9% | -0.2% | +1.5% |
| 30D | +5.6% | +11.7% | -6.1% | +3.9% |
| 3M | +15.9% | +34.9% | -19.0% | +10.6% |
| 6M | +4.6% | +50.3% | -45.7% | -2.3% |
| YTD | +10.1% | +63.8% | -53.7% | +0.9% |
| 1Y | +2.1% | +3.8% | -1.7% | -0.7% |
| 3Y | +9.8% | -24.3% | +34.1% | +9.7% |
| 5Y | -15.4% | -50.2% | +34.9% | -12.2% |
| 10Y | +129.4% | +5.4% | +124.0% | +101.4% |
| All | +969.7% | +213.8% | +755.9% | +592.0% |
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