+210.6%
WELL vs KMX
-53.9%
+264.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +0.9% |
| 7D | -1.3% | -0.7% | -0.6% | -1.3% |
| 30D | +0.5% | +4.1% | -3.6% | +0.1% |
| 3M | +19.1% | +27.5% | -8.4% | +15.7% |
| 6M | +17.0% | +43.6% | -26.6% | +11.6% |
| YTD | +29.2% | +56.8% | -27.6% | +21.4% |
| 1Y | +42.1% | -1.3% | +43.5% | +41.3% |
| 3Y | +204.5% | -25.4% | +229.9% | +209.1% |
| All | +210.6% | -53.9% | +264.5% | +227.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling