+51.6%
ED vs KMX
-14.8%
+66.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.4% |
| 7D | +2.1% | +3.4% | -1.3% | +2.0% |
| 30D | +10.4% | +6.8% | +3.6% | +10.4% |
| 3M | +12.5% | -11.4% | +23.9% | +12.5% |
| 6M | +14.9% | +43.6% | -28.7% | +15.0% |
| YTD | +24.8% | +37.7% | -12.9% | +24.7% |
| 1Y | +23.8% | +53.0% | -29.1% | +23.6% |
| 3Y | +51.6% | -16.3% | +68.0% | +45.5% |
| All | +51.6% | -14.8% | +66.4% | +45.5% |
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