+5,544.4%
SHW vs KMX
+475.4%
+5,069.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.3% |
| 7D | -3.2% | +1.9% | -5.1% | -3.6% |
| 30D | -9.5% | +11.7% | -21.2% | -11.3% |
| 3M | +11.5% | +34.9% | -23.4% | +5.4% |
| 6M | -3.5% | +50.3% | -53.8% | -10.9% |
| YTD | +3.7% | +63.8% | -60.1% | -6.0% |
| 1Y | -7.9% | +3.8% | -11.7% | -10.8% |
| 3Y | +24.7% | -24.3% | +49.0% | +25.6% |
| 5Y | +13.6% | -50.2% | +63.8% | +19.8% |
| 10Y | +283.0% | +5.4% | +277.6% | +247.6% |
| All | +5,544.4% | +475.4% | +5,069.0% | +3,744.5% |
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