+171.7%
IWM vs KMX
+3.6%
+168.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -1.1% | -1.9% | +0.7% | -0.6% |
| 30D | -3.1% | +2.6% | -5.7% | -4.0% |
| 3M | +2.2% | +25.6% | -23.4% | -6.0% |
| 6M | +15.1% | +41.9% | -26.8% | +0.4% |
| YTD | +18.6% | +56.0% | -37.5% | -0.6% |
| 1Y | +24.0% | -1.8% | +25.8% | +19.0% |
| 3Y | +63.7% | -25.7% | +89.4% | +68.3% |
| 5Y | +38.2% | -54.7% | +92.9% | +61.4% |
| 10Y | +171.7% | +9.2% | +162.5% | +117.4% |
| All | +171.7% | +3.6% | +168.1% | +117.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling