+5,877.4%
EAT vs KMX
+389.9%
+5,487.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.4% | +3.0% |
| 7D | -8.9% | -2.3% | -6.7% | -8.4% |
| 30D | +3.4% | +6.3% | -2.9% | +1.7% |
| 3M | -9.3% | -7.4% | -2.0% | -7.8% |
| 6M | +43.8% | +37.9% | +5.9% | +31.1% |
| YTD | +39.9% | +39.5% | +0.4% | +25.7% |
| 1Y | +89.7% | +57.9% | +31.9% | +64.7% |
| 3Y | +491.3% | -15.0% | +506.2% | +487.2% |
| 5Y | +365.4% | -64.1% | +429.5% | +458.3% |
| 10Y | +325.9% | -1.6% | +327.5% | +321.4% |
| All | +5,877.4% | +389.9% | +5,487.5% | +4,119.9% |
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