+4.7%
WY vs KMX
+11.6%
-6.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.2% |
| 7D | -4.2% | -3.1% | -1.1% | -3.1% |
| 30D | -10.1% | +4.4% | -14.5% | -11.6% |
| 3M | -8.5% | +18.9% | -27.4% | -15.0% |
| 6M | -3.3% | +44.3% | -47.6% | -17.8% |
| YTD | -4.4% | +58.7% | -63.1% | -22.6% |
| 1Y | -11.5% | +0.1% | -11.6% | -16.3% |
| 3Y | -24.3% | -24.4% | +0.1% | -23.1% |
| 5Y | -21.3% | -54.4% | +33.1% | -5.5% |
| All | +4.7% | +11.6% | -6.9% | -18.8% |
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 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