+221.8%
GWW vs KMX
-54.8%
+276.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -3.1% | -3.4% | +0.2% | -2.5% |
| 30D | -2.3% | +4.0% | -6.4% | -3.2% |
| 3M | -3.3% | +24.8% | -28.1% | -8.0% |
| 6M | +15.4% | +43.6% | -28.2% | +5.9% |
| YTD | +26.7% | +56.6% | -29.9% | +14.1% |
| 1Y | +29.0% | +2.2% | +26.7% | +25.3% |
| 3Y | +89.0% | -25.4% | +114.4% | +92.3% |
| 5Y | +221.8% | -55.0% | +276.8% | +255.2% |
| All | +221.8% | -54.8% | +276.6% | +255.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling