+66.0%
IWM vs KMX
-25.6%
+91.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +0.6% |
| 7D | +1.4% | -0.7% | +2.1% | +1.6% |
| 30D | -2.3% | +4.1% | -6.4% | -3.4% |
| 3M | +4.0% | +27.5% | -23.6% | -3.0% |
| 6M | +17.9% | +43.6% | -25.6% | +5.4% |
| YTD | +20.2% | +56.8% | -36.5% | +4.0% |
| 1Y | +25.0% | -1.3% | +26.3% | +23.3% |
| 3Y | +66.0% | -25.4% | +91.4% | +65.0% |
| All | +66.0% | -25.6% | +91.6% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling