+428.1%
WMT vs KMX
+11.6%
+416.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.2% |
| 7D | 0.0% | -3.1% | +3.1% | +0.3% |
| 30D | -7.4% | +4.4% | -11.9% | -7.8% |
| 3M | -10.9% | +18.9% | -29.8% | -12.5% |
| 6M | -12.7% | +44.3% | -57.0% | -16.1% |
| YTD | -3.2% | +58.7% | -61.9% | -8.3% |
| 1Y | +5.3% | +0.1% | +5.1% | +4.2% |
| 3Y | +101.9% | -24.4% | +126.3% | +103.4% |
| 5Y | +134.6% | -54.4% | +189.0% | +145.8% |
| All | +428.1% | +11.6% | +416.4% | +379.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling