+7.8%
WBD vs KMX
-54.8%
+62.7%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +0.9% |
| 7D | -0.6% | -3.4% | +2.8% | +0.7% |
| 30D | +4.2% | +4.0% | +0.2% | +2.4% |
| 3M | +7.5% | +24.8% | -17.3% | -2.6% |
| 6M | +1.6% | +43.6% | -42.0% | -14.7% |
| YTD | -2.2% | +56.6% | -58.8% | -22.0% |
| 1Y | +124.9% | +2.2% | +122.6% | +111.2% |
| 3Y | +149.1% | -25.4% | +174.6% | +166.5% |
| 5Y | +7.8% | -55.0% | +62.9% | +27.5% |
| All | +7.8% | -54.8% | +62.7% | +27.5% |
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