+116.4%
WMB vs KMX
-14.1%
+130.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -6.9% | +1.5% | -8.4% | -7.0% |
| 30D | -7.2% | +3.0% | -10.2% | -7.4% |
| 3M | -5.4% | -7.8% | +2.4% | -5.1% |
| 6M | -4.9% | +34.3% | -39.2% | -7.3% |
| YTD | +14.7% | +40.2% | -25.5% | +10.6% |
| 1Y | +14.7% | +63.0% | -48.3% | +8.9% |
| 3Y | +116.4% | -14.5% | +130.9% | +114.5% |
| All | +116.4% | -14.1% | +130.5% | +114.5% |
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