-7.5%
WY vs KMX
+5.0%
-12.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | -2.6% | +1.9% | -4.5% | -2.8% |
| 30D | -10.9% | +11.7% | -22.6% | -11.9% |
| 3M | -6.0% | +34.9% | -40.9% | -8.9% |
| 6M | -5.6% | +50.3% | -55.9% | -10.0% |
| YTD | -1.1% | +63.8% | -64.9% | -6.6% |
| 1Y | -7.5% | +3.8% | -11.3% | -8.0% |
| All | -7.5% | +5.0% | -12.5% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling