+40.5%
W vs KMX
-25.6%
+66.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +3.1% |
| 7D | +6.5% | -0.7% | +7.2% | +6.8% |
| 30D | -6.2% | +4.1% | -10.3% | -8.7% |
| 3M | +48.9% | +27.5% | +21.4% | +26.9% |
| 6M | +31.2% | +43.6% | -12.4% | +0.9% |
| YTD | -0.4% | +56.8% | -57.2% | -28.2% |
| 1Y | +14.8% | -1.3% | +16.1% | +10.5% |
| 3Y | +40.5% | -25.4% | +65.9% | +51.0% |
| All | +40.5% | -25.6% | +66.1% | +51.0% |
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