-32.3%
WING vs KMX
-26.3%
-5.9%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -2.3% | -1.9% | -0.4% | -1.8% |
| 30D | -5.6% | +2.6% | -8.2% | -6.4% |
| 3M | -22.9% | +25.6% | -48.5% | -28.0% |
| 6M | -50.4% | +41.9% | -92.3% | -55.7% |
| YTD | -53.3% | +56.0% | -109.4% | -59.1% |
| 1Y | -61.2% | -1.8% | -59.4% | -62.7% |
| All | -32.3% | -26.3% | -5.9% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling