-21.6%
WY vs KMX
-54.8%
+33.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.0% | -2.8% |
| 7D | -3.7% | -3.4% | -0.3% | -2.8% |
| 30D | -11.3% | +4.0% | -15.3% | -12.2% |
| 3M | -8.1% | +24.8% | -32.9% | -13.9% |
| 6M | -7.4% | +43.6% | -51.1% | -17.3% |
| YTD | -4.7% | +56.6% | -61.3% | -17.6% |
| 1Y | -9.2% | +2.2% | -11.4% | -12.5% |
| 3Y | -24.7% | -25.4% | +0.8% | -22.3% |
| 5Y | -21.6% | -55.0% | +33.5% | -10.2% |
| All | -21.6% | -54.8% | +33.3% | -10.2% |
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