+1,404.8%
WDC vs KMX
+378.0%
+1,026.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | 0.0% |
| 7D | +16.3% | 0.0% | +16.3% | +16.4% |
| 30D | -18.3% | +3.5% | -21.7% | -19.2% |
| 3M | -31.4% | -10.4% | -21.0% | -29.6% |
| 6M | -36.3% | +37.6% | -73.9% | -42.6% |
| YTD | +80.8% | +36.1% | +44.8% | +61.2% |
| 1Y | +87.7% | +52.8% | +34.9% | +61.3% |
| 3Y | +819.4% | -17.0% | +836.5% | +803.1% |
| 5Y | +583.2% | -64.7% | +647.9% | +724.5% |
| 10Y | +689.8% | -4.0% | +693.8% | +611.3% |
| All | +1,404.8% | +378.0% | +1,026.8% | +834.9% |
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