+234.7%
WCN vs KMX
+11.6%
+223.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | -3.1% | -3.1% | 0.0% | -2.7% |
| 30D | -3.4% | +4.4% | -7.8% | -3.9% |
| 3M | +3.0% | +18.9% | -15.9% | +0.5% |
| 6M | -3.8% | +44.3% | -48.0% | -8.8% |
| YTD | -8.3% | +58.7% | -67.0% | -14.4% |
| 1Y | -9.7% | +0.1% | -9.9% | -11.2% |
| 3Y | +17.2% | -24.4% | +41.6% | +17.5% |
| 5Y | +25.3% | -54.4% | +79.7% | +32.5% |
| All | +234.7% | +11.6% | +223.1% | +209.0% |
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 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