-22.5%
KWEB vs KMX
+11.6%
-34.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.7% | +0.3% |
| 7D | -5.6% | -3.1% | -2.5% | -4.9% |
| 30D | -10.7% | +4.4% | -15.1% | -11.6% |
| 3M | -7.4% | +18.9% | -26.3% | -11.6% |
| 6M | -19.3% | +44.3% | -63.6% | -27.3% |
| YTD | -27.8% | +58.7% | -86.4% | -36.9% |
| 1Y | -35.9% | +0.1% | -36.1% | -38.1% |
| 3Y | -1.9% | -24.4% | +22.5% | -1.1% |
| 5Y | -43.2% | -54.4% | +11.2% | -36.6% |
| All | -22.5% | +11.6% | -34.1% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 10y: compounded portfolio wealth divided by compounded KMX 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…
10y analysis · Full analysis span regression · 6 months rolling