+293.4%
WBD vs KMX
+368.3%
-74.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.6% |
| 7D | -1.7% | -1.9% | +0.2% | -1.1% |
| 30D | +3.9% | +2.6% | +1.3% | +2.8% |
| 3M | +5.1% | +25.6% | -20.5% | -4.1% |
| 6M | +0.6% | +41.9% | -41.3% | -13.4% |
| YTD | -3.2% | +56.0% | -59.2% | -20.3% |
| 1Y | +127.7% | -1.8% | +129.4% | +115.7% |
| 3Y | +146.6% | -25.7% | +172.3% | +156.1% |
| 5Y | +4.2% | -54.7% | +58.9% | +23.2% |
| 10Y | +13.7% | +9.2% | +4.5% | -6.3% |
| All | +293.4% | +368.3% | -74.9% | +72.0% |
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 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