+5,173.1%
GWW vs KMX
+450.6%
+4,722.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.3% | +1.6% | -1.9% |
| 7D | -1.5% | -0.7% | -0.8% | -1.4% |
| 30D | +1.1% | +4.1% | -3.0% | +0.3% |
| 3M | -1.0% | +27.5% | -28.5% | -5.5% |
| 6M | +16.3% | +43.6% | -27.3% | +8.2% |
| YTD | +28.5% | +56.8% | -28.2% | +17.5% |
| 1Y | +30.3% | -1.3% | +31.6% | +27.4% |
| 3Y | +91.6% | -25.4% | +117.0% | +93.3% |
| 5Y | +224.0% | -53.9% | +277.9% | +245.2% |
| 10Y | +551.3% | +0.7% | +550.7% | +493.8% |
| All | +5,173.1% | +450.6% | +4,722.5% | +3,474.5% |
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