+19.6%
SW vs KMX
-23.7%
+43.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.2% | +1.0% |
| 7D | -5.1% | +1.9% | -7.0% | -5.6% |
| 30D | -4.6% | +11.7% | -16.3% | -7.6% |
| 3M | +9.4% | +34.9% | -25.5% | -0.2% |
| 6M | +3.5% | +50.3% | -46.8% | -9.3% |
| YTD | +22.0% | +63.8% | -41.8% | +3.8% |
| 1Y | +2.2% | +3.8% | -1.6% | -1.7% |
| All | +19.6% | -23.7% | +43.3% | +18.0% |
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