+269.4%
CDW vs KMX
+3.6%
+265.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -4.2% | -1.9% | -2.4% | -3.6% |
| 30D | +4.9% | +2.6% | +2.3% | +4.0% |
| 3M | +7.3% | +25.6% | -18.3% | -0.8% |
| 6M | +19.2% | +41.9% | -22.7% | +4.8% |
| YTD | +6.2% | +56.0% | -49.8% | -10.0% |
| 1Y | -14.0% | -1.8% | -12.2% | -17.1% |
| 3Y | -30.0% | -25.7% | -4.3% | -28.2% |
| 5Y | -23.6% | -54.7% | +31.2% | -11.5% |
| 10Y | +269.4% | +9.2% | +260.2% | +191.6% |
| All | +269.4% | +3.6% | +265.8% | +191.6% |
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 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