-53.9%
KMX vs ARWR
+29.5%
-83.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -4.0% |
| 7D | -0.7% | +2.9% | -3.6% | -1.2% |
| 30D | +4.1% | -2.9% | +7.0% | +4.6% |
| 3M | +27.5% | +15.2% | +12.3% | +23.2% |
| 6M | +43.6% | +42.3% | +1.3% | +32.2% |
| YTD | +56.8% | +28.2% | +28.6% | +46.3% |
| 1Y | -1.3% | +213.2% | -214.6% | -24.2% |
| 3Y | -25.4% | +184.6% | -210.0% | -46.7% |
| 5Y | -53.9% | +29.2% | -83.1% | -64.4% |
| All | -53.9% | +29.5% | -83.4% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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