+128.3%
WFC vs KMX
-54.2%
+182.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | +0.4% | -1.9% | +2.3% | +0.9% |
| 30D | +2.5% | +2.6% | -0.1% | +1.7% |
| 3M | +10.0% | +25.6% | -15.6% | +3.2% |
| 6M | +15.1% | +41.9% | -26.8% | +4.0% |
| YTD | -2.2% | +56.0% | -58.2% | -14.3% |
| 1Y | +13.5% | -1.8% | +15.2% | +10.7% |
| 3Y | +135.2% | -25.7% | +161.0% | +143.2% |
| 5Y | +128.3% | -54.7% | +183.1% | +155.2% |
| All | +128.3% | -54.2% | +182.5% | +155.2% |
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