+6,755.6%
EAT vs KMX
+475.4%
+6,280.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.5% | +0.3% |
| 7D | 0.0% | +1.9% | -1.9% | -0.5% |
| 30D | +1.9% | +11.7% | -9.8% | -1.0% |
| 3M | +68.7% | +34.9% | +33.8% | +55.0% |
| 6M | +66.9% | +50.3% | +16.6% | +48.2% |
| YTD | +60.4% | +63.8% | -3.4% | +38.6% |
| 1Y | +44.0% | +3.8% | +40.2% | +37.5% |
| 3Y | +604.7% | -24.3% | +629.0% | +618.3% |
| 5Y | +347.0% | -50.2% | +397.3% | +393.9% |
| 10Y | +390.8% | +5.4% | +385.4% | +373.9% |
| All | +6,755.6% | +475.4% | +6,280.2% | +4,553.1% |
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