-30.2%
EL vs KMX
-25.6%
-4.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.2% | -0.7% |
| 7D | +1.7% | -0.7% | +2.4% | +1.9% |
| 30D | +15.5% | +4.1% | +11.4% | +14.0% |
| 3M | +20.6% | +27.5% | -7.0% | +10.5% |
| 6M | +10.5% | +43.6% | -33.1% | -4.0% |
| YTD | -1.9% | +56.8% | -58.6% | -17.5% |
| 1Y | +16.1% | -1.3% | +17.4% | +13.7% |
| 3Y | -30.2% | -25.4% | -4.8% | -30.0% |
| All | -30.2% | -25.6% | -4.7% | -30.0% |
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