+655.5%
HWM vs KMX
-52.4%
+707.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -4.3% | -6.4% | -9.8% |
| 7D | -9.2% | -0.7% | -8.5% | -8.9% |
| 30D | -17.9% | +4.1% | -22.0% | -18.5% |
| 3M | -6.0% | +27.5% | -33.6% | -11.1% |
| 6M | -7.4% | +43.6% | -50.9% | -15.2% |
| YTD | +13.1% | +56.8% | -43.7% | +0.7% |
| 1Y | +29.3% | -1.3% | +30.6% | +26.8% |
| 3Y | +389.9% | -25.4% | +415.3% | +404.5% |
| 5Y | +655.5% | -53.9% | +709.4% | +793.9% |
| All | +655.5% | -52.4% | +707.9% | +793.9% |
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