+727.5%
IWF vs KMX
+4,963.2%
-4,235.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | -0.2% |
| 7D | +0.5% | +1.9% | -1.4% | +0.1% |
| 30D | -0.4% | +11.7% | -12.1% | -2.8% |
| 3M | -2.6% | +34.9% | -37.5% | -9.3% |
| 6M | +9.1% | +50.3% | -41.1% | -1.5% |
| YTD | +4.5% | +63.8% | -59.3% | -8.0% |
| 1Y | +10.1% | +3.8% | +6.2% | +5.4% |
| 3Y | +77.6% | -24.3% | +101.9% | +78.1% |
| 5Y | +73.7% | -50.2% | +123.9% | +85.3% |
| 10Y | +411.5% | +5.4% | +406.2% | +342.1% |
| All | +727.5% | +4,963.2% | -4,235.7% | +243.9% |
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