+73.3%
IWD vs KMX
-54.2%
+127.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -1.2% | -1.9% | +0.7% | -0.9% |
| 30D | -1.6% | +2.6% | -4.2% | -2.2% |
| 3M | +7.0% | +25.6% | -18.6% | +2.2% |
| 6M | +17.0% | +41.9% | -24.9% | +8.5% |
| YTD | +21.6% | +56.0% | -34.4% | +10.3% |
| 1Y | +28.0% | -1.8% | +29.8% | +25.7% |
| 3Y | +70.6% | -25.7% | +96.3% | +73.9% |
| 5Y | +73.3% | -54.7% | +128.1% | +87.0% |
| All | +73.3% | -54.2% | +127.5% | +87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling