+863.2%
CDW vs KMX
+36.8%
+826.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.3% |
| 7D | +3.2% | +1.9% | +1.3% | +2.6% |
| 30D | +9.3% | +11.7% | -2.4% | +5.7% |
| 3M | +9.8% | +34.9% | -25.1% | -0.4% |
| 6M | +23.3% | +50.3% | -26.9% | +7.1% |
| YTD | +13.7% | +63.8% | -50.1% | -4.4% |
| 1Y | -6.5% | +3.8% | -10.3% | -11.4% |
| 3Y | -25.2% | -24.3% | -1.0% | -23.9% |
| 5Y | -19.5% | -50.2% | +30.7% | -10.9% |
| 10Y | +285.8% | +5.4% | +280.4% | +217.1% |
| All | +863.2% | +36.8% | +826.4% | +682.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling