-40.4%
WU vs KMX
+11.6%
-52.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.3% |
| 7D | -3.5% | -3.1% | -0.4% | -2.8% |
| 30D | -2.9% | +4.4% | -7.4% | -3.9% |
| 3M | -2.3% | +18.9% | -21.2% | -6.5% |
| 6M | -25.4% | +44.3% | -69.7% | -32.4% |
| YTD | -21.2% | +58.7% | -79.9% | -30.6% |
| 1Y | -8.9% | +0.1% | -9.0% | -11.5% |
| 3Y | -29.0% | -24.4% | -4.5% | -27.8% |
| 5Y | -50.7% | -54.4% | +3.7% | -45.1% |
| All | -40.4% | +11.6% | -52.0% | -50.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling