+747.8%
IWD vs KMX
+4,157.6%
-3,409.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | +2.3% | +3.4% | -1.1% | +1.5% |
| 30D | +3.6% | +6.8% | -3.2% | +1.9% |
| 3M | +2.2% | -11.4% | +13.5% | +4.4% |
| 6M | +13.0% | +43.6% | -30.6% | +3.2% |
| YTD | +26.5% | +37.7% | -11.2% | +15.3% |
| 1Y | +30.1% | +53.0% | -22.8% | +15.7% |
| 3Y | +84.9% | -16.3% | +101.2% | +81.1% |
| 5Y | +73.4% | -64.2% | +137.6% | +97.6% |
| 10Y | +204.0% | -2.8% | +206.9% | +166.1% |
| All | +747.8% | +4,157.6% | -3,409.8% | +344.0% |
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 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