-16.0%
KMX vs TW
+211.4%
-227.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.0% | -1.3% | -3.4% |
| 7D | -0.7% | -3.5% | +2.8% | +0.3% |
| 30D | +4.1% | +0.5% | +3.6% | +4.0% |
| 3M | +27.5% | +4.9% | +22.6% | +25.0% |
| 6M | +43.6% | -17.1% | +60.7% | +50.7% |
| YTD | +56.8% | -3.9% | +60.6% | +56.5% |
| 1Y | -1.3% | -13.3% | +11.9% | +1.5% |
| 3Y | -25.4% | +20.9% | -46.3% | -34.9% |
| 5Y | -53.9% | +20.5% | -74.4% | -60.7% |
| All | -16.0% | +211.4% | -227.4% | -45.2% |
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