+46.0%
WM vs KMX
-23.7%
+69.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.3% | -1.3% |
| 7D | -0.3% | +1.9% | -2.2% | -0.4% |
| 30D | -2.4% | +11.7% | -14.1% | -2.8% |
| 3M | +0.4% | +34.9% | -34.5% | -1.0% |
| 6M | -9.5% | +50.3% | -59.7% | -11.2% |
| YTD | +0.5% | +63.8% | -63.3% | -1.9% |
| 1Y | -1.1% | +3.8% | -4.9% | -1.8% |
| All | +46.0% | -23.7% | +69.7% | +44.9% |
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