+55.8%
WEC vs KMX
-65.0%
+120.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.2% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | +11.0% | +3.5% | +7.5% | +10.7% |
| 3M | +8.6% | -10.4% | +19.1% | +9.3% |
| 6M | +6.2% | +37.6% | -31.4% | +3.4% |
| YTD | +14.3% | +36.1% | -21.8% | +10.7% |
| 1Y | +8.4% | +52.8% | -44.4% | +3.9% |
| 3Y | +62.9% | -17.0% | +79.9% | +61.6% |
| 5Y | +55.8% | -64.7% | +120.5% | +63.5% |
| All | +55.8% | -65.0% | +120.8% | +63.5% |
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