+13.9%
WOLF vs KMX
+33.9%
-20.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +0.4% | -8.1% | -7.9% |
| 7D | -6.2% | -3.4% | -2.8% | -5.0% |
| 30D | -16.5% | +4.0% | -20.5% | -18.2% |
| 3M | -42.0% | +24.8% | -66.8% | -47.7% |
| 6M | +51.8% | +43.6% | +8.2% | +27.8% |
| YTD | +44.6% | +56.6% | -12.1% | +22.0% |
| All | +13.9% | +33.9% | -20.0% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling