+73.4%
IWF vs KMX
-54.8%
+128.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -1.7% | -3.4% | +1.7% | -1.0% |
| 30D | -1.8% | +4.0% | -5.9% | -2.8% |
| 3M | +1.5% | +24.8% | -23.3% | -3.9% |
| 6M | +7.7% | +43.6% | -35.9% | -2.0% |
| YTD | +2.7% | +56.6% | -53.9% | -8.9% |
| 1Y | +6.8% | +2.2% | +4.5% | +3.4% |
| 3Y | +76.9% | -25.4% | +102.3% | +81.2% |
| 5Y | +73.4% | -55.0% | +128.4% | +97.8% |
| All | +73.4% | -54.8% | +128.2% | +97.8% |
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