+5,843.4%
SHW vs KMX
+378.0%
+5,465.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.8% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | +8.4% | +3.5% | +4.9% | +7.8% |
| 3M | -2.2% | -10.4% | +8.2% | -0.4% |
| 6M | +13.3% | +37.6% | -24.3% | +6.6% |
| YTD | +9.2% | +36.1% | -26.9% | +2.2% |
| 1Y | +2.9% | +52.8% | -49.9% | -5.8% |
| 3Y | +41.1% | -17.0% | +58.1% | +40.4% |
| 5Y | +11.0% | -64.7% | +75.6% | +24.3% |
| 10Y | +341.2% | -4.0% | +345.3% | +308.2% |
| All | +5,843.4% | +378.0% | +5,465.4% | +4,078.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling