+147.8%
SW vs KMX
+5.5%
+142.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.2% | +1.1% |
| 7D | -5.1% | +1.9% | -7.0% | -5.4% |
| 30D | -4.6% | +11.7% | -16.3% | -6.6% |
| 3M | +9.4% | +34.9% | -25.5% | +3.2% |
| 6M | +3.5% | +50.3% | -46.8% | -4.7% |
| YTD | +22.0% | +63.8% | -41.8% | +10.3% |
| 1Y | +2.2% | +3.8% | -1.6% | -1.0% |
| 3Y | +19.6% | -24.3% | +43.9% | +20.7% |
| 5Y | -2.3% | -50.2% | +47.9% | +0.6% |
| All | +147.8% | +5.5% | +142.3% | +130.7% |
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