+1,463.9%
HWM vs KMX
+8.5%
+1,455.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.1% | 0.0% | +3.3% |
| 7D | +1.6% | -4.1% | +5.7% | +2.9% |
| 30D | -3.9% | +2.9% | -6.8% | -5.2% |
| 3M | -23.2% | -7.0% | -16.2% | -21.7% |
| 6M | -20.0% | +34.1% | -54.1% | -29.4% |
| YTD | +5.7% | +40.0% | -34.3% | -10.4% |
| 1Y | +4.9% | +67.2% | -62.3% | -17.4% |
| 3Y | +347.0% | -13.4% | +360.4% | +319.8% |
| 5Y | +563.0% | -65.1% | +628.1% | +803.7% |
| 10Y | +1,579.2% | +6.9% | +1,572.3% | +1,184.2% |
| All | +1,463.9% | +8.5% | +1,455.5% | +1,085.7% |
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