+2,521.1%
WEC vs KMX
+383.8%
+2,137.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.8% |
| 7D | +2.3% | +3.4% | -1.1% | +2.1% |
| 30D | +11.1% | +6.8% | +4.2% | +10.5% |
| 3M | +8.4% | -11.4% | +19.8% | +9.2% |
| 6M | +7.5% | +43.6% | -36.1% | +4.7% |
| YTD | +15.3% | +37.7% | -22.4% | +12.2% |
| 1Y | +9.7% | +53.0% | -43.2% | +5.9% |
| 3Y | +64.7% | -16.3% | +81.0% | +63.5% |
| 5Y | +57.3% | -64.2% | +121.5% | +62.9% |
| 10Y | +195.9% | -2.8% | +198.7% | +183.4% |
| All | +2,521.1% | +383.8% | +2,137.3% | +2,276.3% |
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