+62.1%
WM vs KMX
-65.0%
+127.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +1.8% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | +15.2% | +3.5% | +11.8% | +14.9% |
| 3M | +8.3% | -10.4% | +18.8% | +9.0% |
| 6M | +13.1% | +37.6% | -24.5% | +10.2% |
| YTD | +12.5% | +36.1% | -23.6% | +9.4% |
| 1Y | +21.8% | +52.8% | -31.0% | +17.2% |
| 3Y | +48.8% | -17.0% | +65.8% | +47.4% |
| 5Y | +62.1% | -64.7% | +126.7% | +79.0% |
| All | +62.1% | -65.0% | +127.1% | +79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling