+5,725.4%
WELL vs KMX
+378.0%
+5,347.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.5% | -0.6% |
| 7D | +0.1% | 0.0% | +0.2% | +0.1% |
| 30D | +6.8% | +3.5% | +3.3% | +6.1% |
| 3M | +6.7% | -10.4% | +17.2% | +8.3% |
| 6M | +13.8% | +37.6% | -23.8% | +7.3% |
| YTD | +33.8% | +36.1% | -2.2% | +25.2% |
| 1Y | +29.6% | +52.8% | -23.1% | +18.7% |
| 3Y | +203.1% | -17.0% | +220.1% | +196.4% |
| 5Y | +223.8% | -64.7% | +288.5% | +254.4% |
| 10Y | +462.8% | -4.0% | +466.8% | +421.3% |
| All | +5,725.4% | +378.0% | +5,347.4% | +3,660.1% |
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