+23.4%
WOLF vs KMX
+33.4%
-9.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.1% | -5.4% |
| 7D | +2.4% | -1.9% | +4.2% | +3.0% |
| 30D | -6.9% | +2.6% | -9.5% | -8.3% |
| 3M | -44.1% | +25.6% | -69.7% | -49.6% |
| 6M | +53.6% | +41.9% | +11.7% | +29.8% |
| YTD | +56.7% | +56.0% | +0.7% | +32.5% |
| All | +23.4% | +33.4% | -9.9% | +2.8% |
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