+413.0%
KMX vs ARWR
-49.7%
+462.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +1.5% | -17.7% | +19.2% | +1.7% |
| 30D | +3.0% | -21.9% | +24.9% | +3.2% |
| 3M | -7.8% | -44.5% | +36.7% | -7.3% |
| 6M | +34.3% | -32.6% | +66.9% | +34.8% |
| YTD | +40.2% | -26.2% | +66.4% | +40.5% |
| 1Y | +63.0% | +23.0% | +40.0% | +62.3% |
| 3Y | -14.5% | +81.8% | -96.2% | -15.4% |
| 5Y | -64.3% | -36.0% | -28.3% | -64.5% |
| 10Y | +2.8% | +1,039.5% | -1,036.8% | -0.4% |
| All | +413.0% | -49.7% | +462.8% | +348.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling