+331.5%
CDW vs KMX
+6.5%
+325.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.7% | +2.8% |
| 7D | +13.1% | +1.5% | +11.6% | +12.7% |
| 30D | +19.1% | +3.0% | +16.1% | +17.9% |
| 3M | +24.7% | -7.8% | +32.5% | +27.6% |
| 6M | +63.4% | +34.3% | +29.0% | +47.3% |
| YTD | +26.3% | +40.2% | -13.9% | +10.3% |
| 1Y | +20.6% | +63.0% | -42.4% | +0.1% |
| 3Y | -16.3% | -14.5% | -1.8% | -18.1% |
| 5Y | -3.9% | -64.3% | +60.4% | +21.8% |
| 10Y | +331.5% | +2.8% | +328.7% | +229.4% |
| All | +331.5% | +6.5% | +325.0% | +229.4% |
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