+2,230.2%
ITW vs KMX
+448.1%
+1,782.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.7% |
| 7D | -1.9% | -1.9% | 0.0% | -1.6% |
| 30D | -10.4% | +2.6% | -12.9% | -10.9% |
| 3M | +3.5% | +25.6% | -22.1% | -1.3% |
| 6M | -3.4% | +41.9% | -45.2% | -10.5% |
| YTD | +8.5% | +56.0% | -47.5% | -1.7% |
| 1Y | +3.2% | -1.8% | +5.0% | +0.6% |
| 3Y | +18.9% | -25.7% | +44.6% | +20.0% |
| 5Y | +35.0% | -54.7% | +89.8% | +45.3% |
| 10Y | +188.6% | +9.2% | +179.5% | +158.2% |
| All | +2,230.2% | +448.1% | +1,782.1% | +1,463.5% |
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