+71.5%
IWD vs KMX
-25.6%
+97.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | -0.2% |
| 7D | -0.2% | -0.7% | +0.5% | -0.1% |
| 30D | -0.8% | +4.1% | -4.9% | -1.4% |
| 3M | +8.0% | +27.5% | -19.5% | +3.7% |
| 6M | +18.2% | +43.6% | -25.4% | +10.6% |
| YTD | +22.3% | +56.8% | -34.4% | +12.3% |
| 1Y | +28.9% | -1.3% | +30.2% | +27.9% |
| 3Y | +71.5% | -25.4% | +96.9% | +71.5% |
| All | +71.5% | -25.6% | +97.1% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling