+10.5%
SHW vs KMX
-54.8%
+65.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -4.5% | -3.4% | -1.1% | -3.7% |
| 30D | -12.7% | +4.0% | -16.7% | -13.5% |
| 3M | +4.7% | +24.8% | -20.1% | -1.2% |
| 6M | -3.4% | +43.6% | -47.0% | -12.6% |
| YTD | -1.3% | +56.6% | -58.0% | -13.2% |
| 1Y | -10.4% | +2.2% | -12.6% | -13.4% |
| 3Y | +20.1% | -25.4% | +45.5% | +23.0% |
| 5Y | +10.5% | -55.0% | +65.5% | +19.0% |
| All | +10.5% | -54.8% | +65.3% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling