+743.1%
SW vs KMX
+199.2%
+543.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.3% | +0.8% | +3.7% |
| 7D | +12.1% | +2.1% | +9.9% | +11.8% |
| 30D | +6.6% | +0.5% | +6.0% | +6.4% |
| 3M | -6.0% | -4.1% | -1.9% | -5.7% |
| 6M | +21.5% | +49.5% | -28.0% | +16.1% |
| YTD | +20.3% | +42.7% | -22.4% | +15.3% |
| 1Y | +28.1% | +35.3% | -7.2% | +22.9% |
| 3Y | +51.6% | -17.7% | +69.3% | +52.1% |
| 5Y | -0.1% | -63.5% | +63.4% | +3.3% |
| 10Y | +189.7% | +9.2% | +180.6% | +185.6% |
| All | +743.1% | +199.2% | +543.9% | +788.6% |
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