+198.1%
IWD vs KMX
+11.6%
+186.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.6% |
| 7D | -0.8% | -3.1% | +2.3% | -0.1% |
| 30D | -0.8% | +4.4% | -5.3% | -1.9% |
| 3M | +6.9% | +18.9% | -12.0% | +2.0% |
| 6M | +18.3% | +44.3% | -26.0% | +6.7% |
| YTD | +22.4% | +58.7% | -36.3% | +7.2% |
| 1Y | +27.4% | +0.1% | +27.3% | +23.2% |
| 3Y | +71.2% | -24.4% | +95.6% | +72.9% |
| 5Y | +75.7% | -54.4% | +130.1% | +96.1% |
| All | +198.1% | +11.6% | +186.5% | +149.2% |
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