+163.6%
W vs KMX
+37.2%
+126.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +1.8% |
| 7D | -4.2% | +1.9% | -6.1% | -5.3% |
| 30D | -7.6% | +11.7% | -19.2% | -14.6% |
| 3M | +37.2% | +34.9% | +2.3% | +10.1% |
| 6M | +26.3% | +50.3% | -23.9% | -8.7% |
| YTD | -1.0% | +63.8% | -64.8% | -33.1% |
| 1Y | +20.1% | +3.8% | +16.2% | +4.7% |
| 3Y | +37.8% | -24.3% | +62.1% | +53.9% |
| 5Y | -63.7% | -50.2% | -13.4% | -45.1% |
| 10Y | +156.3% | +5.4% | +151.0% | +132.7% |
| All | +163.6% | +37.2% | +126.4% | +115.4% |
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