-26.2%
KMX vs TW
+301.3%
-327.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | +3.4% | +3.9% | -0.5% | +2.3% |
| 30D | +6.8% | +19.9% | -13.1% | +1.4% |
| 3M | -11.4% | +25.9% | -37.3% | -17.1% |
| 6M | +43.6% | +21.1% | +22.4% | +34.9% |
| YTD | +37.7% | +23.9% | +13.8% | +27.7% |
| 1Y | +53.0% | +21.2% | +31.7% | +42.8% |
| 3Y | -16.3% | +44.8% | -61.1% | -30.0% |
| 5Y | -64.2% | +41.4% | -105.6% | -70.7% |
| All | -26.2% | +301.3% | -327.5% | -55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling