-14.9%
KMX vs TW
+206.7%
-221.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | -3.1% | -4.5% | +1.4% | -1.8% |
| 30D | +4.4% | -2.3% | +6.7% | +5.1% |
| 3M | +18.9% | +2.6% | +16.3% | +17.4% |
| 6M | +44.3% | -17.5% | +61.8% | +51.7% |
| YTD | +58.7% | -5.3% | +64.0% | +59.1% |
| 1Y | +0.1% | -14.8% | +14.9% | +3.5% |
| 3Y | -24.4% | +18.8% | -43.3% | -33.7% |
| 5Y | -54.4% | +20.7% | -75.1% | -61.2% |
| All | -14.9% | +206.7% | -221.6% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling