+5,291.0%
WAT vs KMX
+475.4%
+4,815.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.2% |
| 7D | -1.3% | +1.9% | -3.2% | -1.6% |
| 30D | +2.3% | +11.7% | -9.3% | +0.2% |
| 3M | +8.7% | +34.9% | -26.1% | +2.4% |
| 6M | +28.3% | +50.3% | -21.9% | +18.0% |
| YTD | +7.8% | +63.8% | -56.0% | -2.7% |
| 1Y | +36.6% | +3.8% | +32.8% | +32.3% |
| 3Y | +45.7% | -24.3% | +70.0% | +47.6% |
| 5Y | -3.3% | -50.2% | +46.9% | +2.5% |
| 10Y | +162.1% | +5.4% | +156.7% | +136.2% |
| All | +5,291.0% | +475.4% | +4,815.6% | +3,011.9% |
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