-28.9%
CDW vs KMX
-25.6%
-3.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.3% | -0.9% | -4.2% |
| 7D | -3.9% | -0.7% | -3.2% | -3.7% |
| 30D | +6.9% | +4.1% | +2.8% | +5.9% |
| 3M | +7.7% | +27.5% | -19.8% | +1.1% |
| 6M | +18.3% | +43.6% | -25.2% | +7.2% |
| YTD | +7.8% | +56.8% | -49.0% | -4.9% |
| 1Y | -12.2% | -1.3% | -10.9% | -13.4% |
| 3Y | -28.9% | -25.4% | -3.6% | -29.3% |
| All | -28.9% | -25.6% | -3.4% | -29.3% |
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