+11.4%
WBD vs KMX
+11.6%
-0.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.1% |
| 7D | -0.7% | -3.1% | +2.4% | +0.4% |
| 30D | +1.4% | +4.4% | -3.0% | -0.4% |
| 3M | +4.4% | +18.9% | -14.5% | -3.4% |
| 6M | +0.8% | +44.3% | -43.5% | -15.1% |
| YTD | -2.7% | +58.7% | -61.4% | -22.2% |
| 1Y | +73.4% | +0.1% | +73.3% | +62.7% |
| 3Y | +142.1% | -24.4% | +166.6% | +152.9% |
| 5Y | +7.2% | -54.4% | +61.6% | +28.9% |
| All | +11.4% | +11.6% | -0.3% | -9.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling