+57.6%
ECL vs KMX
-25.6%
+83.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | +0.1% |
| 7D | -0.8% | -0.7% | -0.1% | -0.7% |
| 30D | -2.5% | +4.1% | -6.6% | -3.0% |
| 3M | +8.3% | +27.5% | -19.2% | +4.6% |
| 6M | -1.1% | +43.6% | -44.7% | -6.5% |
| YTD | +6.5% | +56.8% | -50.2% | -0.9% |
| 1Y | +2.1% | -1.3% | +3.4% | +0.4% |
| 3Y | +57.6% | -25.4% | +83.0% | +52.2% |
| All | +57.6% | -25.6% | +83.2% | +52.2% |
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