+5,790.4%
WELL vs KMX
+392.6%
+5,397.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | +3.0% | +1.5% | +1.5% | +2.8% |
| 30D | +10.2% | +3.0% | +7.2% | +9.5% |
| 3M | +6.1% | -7.8% | +13.9% | +7.2% |
| 6M | +16.6% | +34.3% | -17.7% | +10.4% |
| YTD | +35.3% | +40.2% | -4.9% | +26.0% |
| 1Y | +31.5% | +63.0% | -31.5% | +19.2% |
| 3Y | +206.5% | -14.5% | +221.0% | +198.2% |
| 5Y | +222.0% | -64.3% | +286.3% | +251.9% |
| 10Y | +473.8% | +2.8% | +471.0% | +426.3% |
| All | +5,790.4% | +392.6% | +5,397.7% | +3,684.2% |
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 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