+206.5%
WELL vs KMX
-14.1%
+220.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.5% |
| 7D | +3.0% | +1.5% | +1.5% | +3.0% |
| 30D | +10.2% | +3.0% | +7.2% | +10.1% |
| 3M | +6.1% | -7.8% | +13.9% | +6.3% |
| 6M | +16.6% | +34.3% | -17.7% | +15.8% |
| YTD | +35.3% | +40.2% | -4.9% | +33.4% |
| 1Y | +31.5% | +63.0% | -31.5% | +28.5% |
| 3Y | +206.5% | -14.5% | +221.0% | +204.2% |
| All | +206.5% | -14.1% | +220.6% | +204.2% |
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