+99.2%
WMT vs KMX
-26.1%
+125.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -2.5% | -3.4% | +0.9% | -2.3% |
| 30D | -6.4% | +4.0% | -10.4% | -6.6% |
| 3M | -12.1% | +24.8% | -36.9% | -13.1% |
| 6M | -15.0% | +43.6% | -58.6% | -16.6% |
| YTD | -4.5% | +56.6% | -61.1% | -7.2% |
| 1Y | +6.2% | +2.2% | +3.9% | +7.1% |
| All | +99.2% | -26.1% | +125.3% | +101.8% |
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