+614.7%
EAT vs KMX
-25.6%
+640.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.3% | +0.9% | -2.1% |
| 7D | -4.9% | -0.7% | -4.2% | -4.7% |
| 30D | -1.2% | +4.1% | -5.3% | -2.4% |
| 3M | +52.2% | +27.5% | +24.7% | +40.3% |
| 6M | +65.0% | +43.6% | +21.5% | +44.7% |
| YTD | +55.0% | +56.8% | -1.7% | +31.1% |
| 1Y | +42.1% | -1.3% | +43.4% | +39.1% |
| 3Y | +614.7% | -25.4% | +640.1% | +603.7% |
| All | +614.7% | -25.6% | +640.3% | +603.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling