+442.3%
WELL vs KMX
-2.3%
+444.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.5% |
| 7D | +0.1% | +3.4% | -3.3% | -0.7% |
| 30D | +5.7% | +6.8% | -1.2% | +3.8% |
| 3M | +4.6% | -11.4% | +16.0% | +7.1% |
| 6M | +11.9% | +43.6% | -31.7% | +1.0% |
| YTD | +33.6% | +37.7% | -4.1% | +19.4% |
| 1Y | +29.8% | +53.0% | -23.2% | +12.3% |
| 3Y | +202.2% | -16.3% | +218.5% | +187.4% |
| 5Y | +223.2% | -64.2% | +287.5% | +296.4% |
| All | +442.3% | -2.3% | +444.6% | +353.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling