+25.0%
WCN vs KMX
-54.8%
+79.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -4.4% | -3.4% | -1.0% | -4.1% |
| 30D | -4.4% | +4.0% | -8.5% | -4.8% |
| 3M | +0.5% | +24.8% | -24.3% | -1.9% |
| 6M | -3.3% | +43.6% | -46.9% | -7.1% |
| YTD | -8.5% | +56.6% | -65.1% | -13.0% |
| 1Y | -8.9% | +2.2% | -11.2% | -10.1% |
| 3Y | +18.0% | -25.4% | +43.5% | +18.9% |
| 5Y | +25.0% | -55.0% | +80.1% | +32.5% |
| All | +25.0% | -54.8% | +79.9% | +32.5% |
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