-24.4%
KMX vs WTW
+61.9%
-86.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.3% | +1.3% |
| 7D | -3.1% | -5.7% | +2.6% | -2.0% |
| 30D | +4.4% | -7.3% | +11.7% | +6.0% |
| 3M | +18.9% | +21.5% | -2.6% | +14.1% |
| 6M | +44.3% | +9.6% | +34.7% | +41.4% |
| YTD | +58.7% | -3.3% | +62.0% | +61.4% |
| 1Y | +0.1% | -6.1% | +6.3% | +3.0% |
| 3Y | -24.4% | +61.8% | -86.3% | -26.4% |
| All | -24.4% | +61.9% | -86.3% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 3y: compounded portfolio wealth divided by compounded WTW 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…
3y analysis · Full analysis span regression · 6 months rolling