+4,168.1%
ECL vs KMX
+475.4%
+3,692.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | -2.6% | +1.9% | -4.5% | -2.9% |
| 30D | -2.2% | +11.7% | -13.9% | -3.8% |
| 3M | +10.1% | +34.9% | -24.8% | +4.9% |
| 6M | -5.7% | +50.3% | -56.0% | -12.1% |
| YTD | +7.0% | +63.8% | -56.8% | -1.8% |
| 1Y | +2.7% | +3.8% | -1.2% | -0.2% |
| 3Y | +57.7% | -24.3% | +82.0% | +57.9% |
| 5Y | +31.1% | -50.2% | +81.4% | +36.8% |
| 10Y | +150.9% | +5.4% | +145.5% | +131.2% |
| All | +4,168.1% | +475.4% | +3,692.7% | +3,150.6% |
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