+322.0%
CDW vs KMX
+2.4%
+319.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.4% |
| 7D | +2.6% | -2.3% | +4.8% | +3.4% |
| 30D | +20.4% | +6.3% | +14.1% | +18.1% |
| 3M | +28.5% | -7.4% | +35.8% | +31.2% |
| 6M | +70.6% | +37.9% | +32.7% | +52.6% |
| YTD | +29.1% | +39.5% | -10.4% | +13.0% |
| 1Y | +23.8% | +57.9% | -34.1% | +3.9% |
| 3Y | -14.5% | -15.0% | +0.5% | -16.1% |
| 5Y | -1.6% | -64.1% | +62.5% | +24.3% |
| 10Y | +322.0% | -1.6% | +323.6% | +234.8% |
| All | +322.0% | +2.4% | +319.7% | +234.8% |
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