+561.8%
GWW vs KMX
+11.6%
+550.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.7% | +0.3% |
| 7D | -3.4% | -3.1% | -0.2% | -2.6% |
| 30D | -1.9% | +4.4% | -6.4% | -3.1% |
| 3M | -2.4% | +18.9% | -21.3% | -7.2% |
| 6M | +15.7% | +44.3% | -28.6% | +3.7% |
| YTD | +27.6% | +58.7% | -31.1% | +11.1% |
| 1Y | +27.2% | +0.1% | +27.1% | +22.9% |
| 3Y | +89.7% | -24.4% | +114.1% | +91.9% |
| 5Y | +223.9% | -54.4% | +278.3% | +264.5% |
| All | +561.8% | +11.6% | +550.2% | +422.6% |
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