-64.4%
KMX vs TW
+41.2%
-105.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | +3.4% | +3.9% | -0.5% | +2.5% |
| 30D | +6.8% | +19.9% | -13.1% | +2.6% |
| 3M | -11.4% | +25.9% | -37.3% | -15.9% |
| 6M | +43.6% | +21.1% | +22.4% | +37.0% |
| YTD | +37.7% | +23.9% | +13.8% | +30.2% |
| 1Y | +53.0% | +21.2% | +31.7% | +45.4% |
| 3Y | -16.3% | +44.8% | -61.1% | -30.3% |
| All | -64.4% | +41.2% | -105.7% | -70.8% |
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