-29.4%
WU vs KMX
-26.1%
-3.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -5.0% | -3.4% | -1.6% | -4.5% |
| 30D | -2.3% | +4.0% | -6.3% | -2.8% |
| 3M | -3.2% | +24.8% | -28.0% | -6.6% |
| 6M | -25.0% | +43.6% | -68.7% | -29.8% |
| YTD | -21.7% | +56.6% | -78.3% | -28.0% |
| 1Y | -9.0% | +2.2% | -11.2% | -9.0% |
| All | -29.4% | -26.1% | -3.3% | -28.4% |
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 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