+404.4%
WING vs KMX
-12.7%
+417.1%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.3% |
| 7D | -3.9% | +1.9% | -5.8% | -4.5% |
| 30D | -11.6% | +11.7% | -23.3% | -15.0% |
| 3M | -24.2% | +34.9% | -59.1% | -31.9% |
| 6M | -54.1% | +50.3% | -104.3% | -60.7% |
| YTD | -53.9% | +63.8% | -117.7% | -61.7% |
| 1Y | -64.4% | +3.8% | -68.2% | -66.2% |
| 3Y | -30.2% | -24.3% | -5.9% | -29.0% |
| 5Y | -34.1% | -50.2% | +16.1% | -25.8% |
| 10Y | +342.1% | +5.4% | +336.8% | +246.1% |
| All | +404.4% | -12.7% | +417.1% | +323.5% |
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 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