+2,242.1%
WEC vs KMX
+475.4%
+1,766.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | -0.3% | +1.9% | -2.2% | -0.4% |
| 30D | -1.3% | +11.7% | -13.0% | -2.0% |
| 3M | -3.9% | +34.9% | -38.8% | -6.0% |
| 6M | -8.3% | +50.3% | -58.6% | -11.1% |
| YTD | +3.1% | +63.8% | -60.7% | -0.8% |
| 1Y | +1.9% | +3.8% | -1.9% | +0.6% |
| 3Y | +41.9% | -24.3% | +66.2% | +41.9% |
| 5Y | +30.8% | -50.2% | +81.0% | +32.6% |
| 10Y | +141.9% | +5.4% | +136.5% | +130.3% |
| All | +2,242.1% | +475.4% | +1,766.7% | +2,001.1% |
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