+319.9%
EAT vs KMX
-55.0%
+374.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.8% | -3.1% |
| 7D | -6.8% | -1.9% | -4.9% | -6.2% |
| 30D | -5.4% | +2.6% | -7.9% | -6.3% |
| 3M | +42.8% | +25.6% | +17.2% | +30.2% |
| 6M | +56.5% | +41.9% | +14.7% | +34.8% |
| YTD | +50.0% | +56.0% | -6.0% | +23.6% |
| 1Y | +38.3% | -1.8% | +40.0% | +33.2% |
| 3Y | +591.6% | -25.7% | +617.4% | +623.8% |
| All | +319.9% | -55.0% | +374.9% | +415.4% |
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