-15.3%
CDW vs KMX
-14.8%
-0.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.0% |
| 7D | +9.3% | +3.4% | +6.0% | +8.4% |
| 30D | +14.4% | +6.8% | +7.5% | +12.4% |
| 3M | +21.4% | -11.4% | +32.8% | +24.9% |
| 6M | +72.8% | +43.6% | +29.2% | +56.5% |
| YTD | +28.0% | +37.7% | -9.7% | +15.5% |
| 1Y | +19.3% | +53.0% | -33.6% | +4.4% |
| 3Y | -15.3% | -16.3% | +1.0% | -12.1% |
| All | -15.3% | -14.8% | -0.5% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling