-5.1%
WYNN vs KMX
+11.6%
-16.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.4% |
| 7D | -4.2% | -3.1% | -1.1% | -3.0% |
| 30D | -14.6% | +4.4% | -19.1% | -16.4% |
| 3M | -18.4% | +18.9% | -37.3% | -25.3% |
| 6M | -11.9% | +44.3% | -56.2% | -27.4% |
| YTD | -26.6% | +58.7% | -85.3% | -42.3% |
| 1Y | -28.5% | +0.1% | -28.6% | -33.1% |
| 3Y | -5.1% | -24.4% | +19.3% | -3.4% |
| 5Y | -10.5% | -54.4% | +43.9% | +11.9% |
| All | -5.1% | +11.6% | -16.7% | -22.3% |
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 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