+1,536.8%
WFC vs KMX
+475.4%
+1,061.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.2% | +0.6% |
| 7D | +3.8% | +1.9% | +1.9% | +3.3% |
| 30D | +1.5% | +11.7% | -10.2% | -1.3% |
| 3M | +10.9% | +34.9% | -24.0% | +2.5% |
| 6M | +8.4% | +50.3% | -41.8% | -2.9% |
| YTD | -1.9% | +63.8% | -65.7% | -14.4% |
| 1Y | +12.3% | +3.8% | +8.5% | +7.2% |
| 3Y | +132.3% | -24.3% | +156.6% | +134.7% |
| 5Y | +130.1% | -50.2% | +180.3% | +147.4% |
| 10Y | +134.4% | +5.4% | +129.0% | +108.0% |
| All | +1,536.8% | +475.4% | +1,061.5% | +886.6% |
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 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