+12.4%
WOLF vs KMX
+17.7%
-5.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.2% | -7.6% | -6.8% |
| 7D | +4.4% | +3.4% | +1.0% | +3.2% |
| 30D | +1.0% | +6.8% | -5.8% | -2.2% |
| 3M | -21.2% | -11.4% | -9.8% | -18.6% |
| 6M | -60.3% | +43.6% | -103.9% | -66.8% |
| YTD | +42.6% | +37.7% | +4.9% | +25.3% |
| 1Y | +36.5% | +53.0% | -16.5% | +17.2% |
| All | +12.4% | +17.7% | -5.4% | -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 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