+49.3%
SW vs KMX
-20.9%
+70.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | -0.1% |
| 7D | +4.7% | -6.4% | +11.0% | +6.6% |
| 30D | +5.0% | -4.9% | +9.9% | +6.4% |
| 3M | -7.3% | -7.2% | -0.2% | -5.7% |
| 6M | +15.0% | +41.2% | -26.2% | +2.6% |
| YTD | +18.5% | +36.1% | -17.6% | +5.2% |
| 1Y | +27.1% | +28.9% | -1.8% | +13.1% |
| All | +49.3% | -20.9% | +70.1% | +57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling