+1,229.5%
WMB vs KMX
+389.9%
+839.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.7% | +2.3% |
| 7D | +1.6% | -2.3% | +3.8% | +2.1% |
| 30D | -7.1% | +6.3% | -13.4% | -8.7% |
| 3M | -4.0% | -7.4% | +3.4% | -3.0% |
| 6M | -5.7% | +37.9% | -43.6% | -13.6% |
| YTD | +17.2% | +39.5% | -22.3% | +5.6% |
| 1Y | +17.2% | +57.9% | -40.7% | +2.4% |
| 3Y | +121.1% | -15.0% | +136.0% | +112.6% |
| 5Y | +197.2% | -64.1% | +261.3% | +234.4% |
| 10Y | +280.9% | -1.6% | +282.5% | +225.3% |
| All | +1,229.5% | +389.9% | +839.6% | +606.9% |
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 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