-24.4%
KMX vs GWRE
+50.1%
-74.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | -3.1% | -13.2% | +10.1% | -1.3% |
| 30D | +4.4% | -18.6% | +23.0% | +6.5% |
| 3M | +18.9% | +18.9% | 0.0% | +14.1% |
| 6M | +44.3% | -11.0% | +55.2% | +44.4% |
| YTD | +58.7% | -29.9% | +88.6% | +65.5% |
| 1Y | +0.1% | -44.3% | +44.5% | +9.8% |
| 3Y | -24.4% | +51.7% | -76.1% | -39.6% |
| All | -24.4% | +50.1% | -74.5% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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