+1,547.2%
HWM vs KMX
+21.3%
+1,525.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.2% |
| 7D | -12.5% | -3.4% | -9.1% | -11.3% |
| 30D | -19.0% | +4.0% | -23.0% | -20.1% |
| 3M | -8.6% | +24.8% | -33.4% | -16.4% |
| 6M | -10.2% | +43.6% | -53.8% | -22.9% |
| YTD | +11.3% | +56.6% | -45.3% | -8.7% |
| 1Y | +24.3% | +2.2% | +22.0% | +16.3% |
| 3Y | +382.3% | -25.4% | +407.7% | +387.8% |
| 5Y | +640.6% | -55.0% | +695.6% | +793.5% |
| All | +1,547.2% | +21.3% | +1,525.9% | +1,107.8% |
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