+33.2%
WAT vs KMX
-64.6%
+97.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.7% |
| 7D | +0.6% | +3.4% | -2.8% | -0.2% |
| 30D | +5.4% | +6.8% | -1.4% | +3.4% |
| 3M | +11.3% | -11.4% | +22.7% | +14.1% |
| 6M | +37.4% | +43.6% | -6.1% | +23.1% |
| YTD | +21.2% | +37.7% | -16.6% | +8.6% |
| 1Y | +21.3% | +53.0% | -31.6% | +5.6% |
| 3Y | +83.4% | -16.3% | +99.7% | +83.3% |
| All | +33.2% | -64.6% | +97.7% | +58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling