+726.5%
IWD vs KMX
+4,963.2%
-4,236.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | -0.3% | +1.9% | -2.2% | -0.7% |
| 30D | +0.6% | +11.7% | -11.1% | -1.9% |
| 3M | +7.2% | +34.9% | -27.7% | -0.1% |
| 6M | +16.2% | +50.3% | -34.1% | +4.9% |
| YTD | +23.3% | +63.8% | -40.5% | +8.7% |
| 1Y | +29.6% | +3.8% | +25.7% | +24.1% |
| 3Y | +70.5% | -24.3% | +94.7% | +71.0% |
| 5Y | +73.5% | -50.2% | +123.7% | +83.8% |
| 10Y | +198.3% | +5.4% | +192.9% | +156.8% |
| All | +726.5% | +4,963.2% | -4,236.7% | +318.5% |
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