+1,224.6%
EL vs KMX
+389.9%
+834.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | +0.3% | -2.3% | +2.5% | +0.7% |
| 30D | +12.3% | +6.3% | +6.0% | +11.0% |
| 3M | +28.4% | -7.4% | +35.8% | +29.8% |
| 6M | +36.7% | +37.9% | -1.2% | +28.6% |
| YTD | +8.4% | +39.5% | -31.1% | +1.3% |
| 1Y | +25.4% | +57.9% | -32.4% | +14.6% |
| 3Y | +3.4% | -15.0% | +18.4% | +3.8% |
| 5Y | -64.8% | -64.1% | -0.7% | -60.4% |
| 10Y | +63.0% | -1.6% | +64.6% | +54.7% |
| All | +1,224.6% | +389.9% | +834.7% | +963.5% |
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 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