+285.3%
WMB vs KMX
-52.4%
+337.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.3% | +6.6% | +2.7% |
| 7D | +0.8% | -0.7% | +1.5% | +0.8% |
| 30D | +7.7% | +4.1% | +3.6% | +7.2% |
| 3M | +6.7% | +27.5% | -20.8% | +3.6% |
| 6M | +3.6% | +43.6% | -39.9% | -1.1% |
| YTD | +28.0% | +56.8% | -28.8% | +20.4% |
| 1Y | +37.6% | -1.3% | +38.9% | +36.4% |
| 3Y | +149.0% | -25.4% | +174.4% | +152.7% |
| 5Y | +285.3% | -53.9% | +339.2% | +306.6% |
| All | +285.3% | -52.4% | +337.7% | +306.6% |
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