+198.7%
WELL vs KMX
-26.3%
+225.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -1.1% | -1.9% | +0.7% | -1.1% |
| 30D | +0.7% | +2.6% | -1.8% | +0.7% |
| 3M | +14.5% | +25.6% | -11.1% | +13.6% |
| 6M | +14.4% | +41.9% | -27.5% | +12.7% |
| YTD | +28.5% | +56.0% | -27.6% | +25.6% |
| 1Y | +41.8% | -1.8% | +43.5% | +43.0% |
| All | +198.7% | -26.3% | +225.0% | +197.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling