-55.0%
KMX vs TW
+19.6%
-74.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.5% |
| 7D | -3.4% | -2.7% | -0.7% | -2.8% |
| 30D | +4.0% | -1.7% | +5.8% | +4.4% |
| 3M | +24.8% | +1.6% | +23.2% | +23.8% |
| 6M | +43.6% | -17.7% | +61.3% | +50.2% |
| YTD | +56.6% | -4.3% | +61.0% | +56.9% |
| 1Y | +2.2% | -13.1% | +15.4% | +5.2% |
| 3Y | -25.4% | +20.3% | -45.7% | -36.9% |
| 5Y | -55.0% | +22.0% | -77.0% | -64.0% |
| All | -55.0% | +19.6% | -74.6% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling