+161.8%
WAT vs KMX
+10.2%
+151.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -2.9% | -3.4% | +0.5% | -2.0% |
| 30D | -3.2% | +4.0% | -7.2% | -4.3% |
| 3M | +10.6% | +24.8% | -14.2% | +3.6% |
| 6M | +34.0% | +43.6% | -9.6% | +20.2% |
| YTD | +5.7% | +56.6% | -50.9% | -7.6% |
| 1Y | +37.1% | +2.2% | +34.8% | +31.6% |
| 3Y | +52.4% | -25.4% | +77.8% | +55.8% |
| 5Y | -4.4% | -55.0% | +50.6% | +6.3% |
| All | +161.8% | +10.2% | +151.6% | +128.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling