+4,234.8%
WMT vs KMX
+448.1%
+3,786.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -0.2% | -1.9% | +1.6% | -0.1% |
| 30D | -5.8% | +2.6% | -8.4% | -6.1% |
| 3M | -10.8% | +25.6% | -36.3% | -12.9% |
| 6M | -14.3% | +41.9% | -56.2% | -17.7% |
| YTD | -4.4% | +56.0% | -60.4% | -9.3% |
| 1Y | +4.3% | -1.8% | +6.1% | +2.8% |
| 3Y | +100.1% | -25.7% | +125.8% | +100.3% |
| 5Y | +130.8% | -54.7% | +185.6% | +138.0% |
| 10Y | +433.7% | +9.2% | +424.6% | +391.2% |
| All | +4,234.8% | +448.1% | +3,786.7% | +3,237.4% |
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