+160.3%
W vs KMX
-14.1%
+174.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.9% | -3.8% |
| 7D | +1.1% | +1.5% | -0.4% | +0.5% |
| 30D | +6.4% | +3.0% | +3.4% | +4.4% |
| 3M | +9.0% | -7.8% | +16.8% | +13.2% |
| 6M | +69.8% | +34.3% | +35.5% | +38.3% |
| YTD | +12.1% | +40.2% | -28.2% | -14.7% |
| 1Y | 0.0% | +63.0% | -63.0% | -31.9% |
| 3Y | +160.3% | -14.5% | +174.8% | +179.1% |
| All | +160.3% | -14.1% | +174.5% | +179.1% |
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