+717.6%
KMX vs WTW
+1,102.0%
-384.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.3% | +1.3% |
| 7D | -3.1% | -5.7% | +2.6% | -0.4% |
| 30D | +4.4% | -7.3% | +11.7% | +8.1% |
| 3M | +18.9% | +21.5% | -2.6% | +7.5% |
| 6M | +44.3% | +9.6% | +34.7% | +35.5% |
| YTD | +58.7% | -3.3% | +62.0% | +57.2% |
| 1Y | +0.1% | -6.1% | +6.3% | +0.6% |
| 3Y | -24.4% | +61.8% | -86.3% | -42.9% |
| 5Y | -54.4% | +42.7% | -97.1% | -63.5% |
| 10Y | +11.0% | +197.2% | -186.2% | -38.6% |
| All | +717.6% | +1,102.0% | -384.4% | +232.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling