+1,394.6%
WDC vs KMX
-26.3%
+1,420.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +7.5% | -1.9% | +9.3% | +7.8% |
| 30D | +10.1% | +2.6% | +7.5% | +9.4% |
| 3M | -6.8% | +25.6% | -32.4% | -11.7% |
| 6M | +84.1% | +41.9% | +42.3% | +68.4% |
| YTD | +180.3% | +56.0% | +124.2% | +150.2% |
| 1Y | +411.1% | -1.8% | +412.9% | +410.4% |
| All | +1,394.6% | -26.3% | +1,420.9% | +1,420.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling