+140.0%
WBD vs KMX
+5.0%
+135.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.5% | -0.5% |
| 7D | -1.8% | +1.9% | -3.7% | -2.0% |
| 30D | +8.8% | +11.7% | -2.9% | +7.6% |
| 3M | +4.6% | +34.9% | -30.3% | +1.5% |
| 6M | +1.1% | +50.3% | -49.2% | -3.6% |
| YTD | -2.0% | +63.8% | -65.8% | -8.3% |
| 1Y | +140.0% | +3.8% | +136.2% | +152.2% |
| All | +140.0% | +5.0% | +135.0% | +152.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling