+1,520.0%
HWM vs KMX
+8.0%
+1,512.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.8% | +2.5% |
| 7D | +5.0% | -2.3% | +7.2% | +5.8% |
| 30D | +1.5% | +6.3% | -4.8% | -1.0% |
| 3M | -20.3% | -7.4% | -13.0% | -18.7% |
| 6M | -18.0% | +37.9% | -55.9% | -28.4% |
| YTD | +9.5% | +39.5% | -30.0% | -7.1% |
| 1Y | +7.5% | +57.9% | -50.4% | -13.5% |
| 3Y | +355.7% | -15.0% | +370.6% | +331.1% |
| 5Y | +610.2% | -64.1% | +674.3% | +852.6% |
| 10Y | +1,516.8% | -1.6% | +1,518.4% | +1,157.5% |
| All | +1,520.0% | +8.0% | +1,512.0% | +1,129.9% |
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 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