+1,474.8%
WFC vs KMX
+383.8%
+1,091.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | 0.0% |
| 7D | +2.5% | +3.4% | -0.9% | +1.7% |
| 30D | +7.0% | +6.8% | +0.2% | +5.2% |
| 3M | -1.8% | -11.4% | +9.6% | +0.7% |
| 6M | +18.4% | +43.6% | -25.2% | +7.2% |
| YTD | -5.6% | +37.7% | -43.3% | -14.4% |
| 1Y | +3.9% | +53.0% | -49.1% | -8.4% |
| 3Y | +126.3% | -16.3% | +142.6% | +123.4% |
| 5Y | +91.1% | -64.2% | +155.4% | +122.3% |
| 10Y | +118.5% | -2.8% | +121.4% | +97.8% |
| All | +1,474.8% | +383.8% | +1,091.0% | +885.7% |
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