+310.8%
EAT vs KMX
-2.3%
+313.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | -0.3% |
| 7D | -4.0% | +3.4% | -7.4% | -5.9% |
| 30D | -2.9% | +6.8% | -9.7% | -6.6% |
| 3M | -16.9% | -11.4% | -5.5% | -12.1% |
| 6M | +57.0% | +43.6% | +13.4% | +24.9% |
| YTD | +38.2% | +37.7% | +0.5% | +8.6% |
| 1Y | +69.3% | +53.0% | +16.3% | +24.1% |
| 3Y | +483.0% | -16.3% | +499.3% | +450.5% |
| 5Y | +364.1% | -64.2% | +428.4% | +626.4% |
| All | +310.8% | -2.3% | +313.1% | +212.0% |
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 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