+13.8%
WFC vs KMX
-0.2%
+14.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +0.3% | -3.4% | +3.7% | +0.6% |
| 30D | +2.3% | +4.0% | -1.7% | +1.9% |
| 3M | +9.8% | +24.8% | -15.0% | +6.9% |
| 6M | +15.6% | +43.6% | -28.1% | +10.7% |
| YTD | -2.4% | +56.6% | -59.1% | -7.1% |
| 1Y | +13.8% | +2.2% | +11.6% | +7.6% |
| All | +13.8% | -0.2% | +14.0% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling