+246.8%
WY vs KMX
+450.6%
-203.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.9% | -0.4% |
| 7D | -2.1% | -0.7% | -1.4% | -1.9% |
| 30D | -10.5% | +4.1% | -14.6% | -11.3% |
| 3M | -4.9% | +27.5% | -32.4% | -10.6% |
| 6M | -4.9% | +43.6% | -48.5% | -13.7% |
| YTD | -1.7% | +56.8% | -58.4% | -13.1% |
| 1Y | -9.4% | -1.3% | -8.1% | -12.4% |
| 3Y | -22.3% | -25.4% | +3.1% | -21.3% |
| 5Y | -20.5% | -53.9% | +33.4% | -12.9% |
| 10Y | +4.9% | +0.7% | +4.3% | -3.9% |
| All | +246.8% | +450.6% | -203.9% | +147.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling