+77.4%
ECL vs KMX
-13.7%
+91.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | -2.3% | -2.3% | 0.0% | -2.0% |
| 30D | +8.3% | +6.3% | +2.0% | +7.4% |
| 3M | +8.4% | -7.4% | +15.8% | +9.3% |
| 6M | +23.3% | +37.9% | -14.6% | +17.3% |
| YTD | +18.2% | +39.5% | -21.2% | +11.5% |
| 1Y | +18.8% | +57.9% | -39.1% | +9.9% |
| All | +77.4% | -13.7% | +91.1% | +76.0% |
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 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