+770.9%
IWM vs KMX
+4,211.2%
-3,440.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.0% |
| 7D | -0.3% | -2.3% | +1.9% | +0.3% |
| 30D | +1.9% | +6.3% | -4.4% | 0.0% |
| 3M | -5.7% | -7.4% | +1.7% | -4.2% |
| 6M | -0.3% | +37.9% | -38.2% | -10.0% |
| YTD | +15.8% | +39.5% | -23.7% | +2.7% |
| 1Y | +17.1% | +57.9% | -40.8% | +0.1% |
| 3Y | +73.1% | -15.0% | +88.0% | +69.9% |
| 5Y | +25.9% | -64.1% | +90.0% | +50.6% |
| 10Y | +151.9% | -1.6% | +153.5% | +120.0% |
| All | +770.9% | +4,211.2% | -3,440.3% | +277.9% |
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