-30.4%
ELAN vs KMX
-54.8%
+24.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | 0.0% | +0.9% |
| 7D | -5.4% | -3.1% | -2.3% | -4.4% |
| 30D | +4.7% | +4.4% | +0.3% | +3.1% |
| 3M | -3.7% | +18.9% | -22.6% | -10.0% |
| 6M | -1.2% | +44.3% | -45.5% | -14.4% |
| YTD | +2.4% | +58.7% | -56.3% | -15.0% |
| 1Y | +23.4% | +0.1% | +23.3% | +18.2% |
| 3Y | +96.7% | -24.4% | +121.1% | +103.5% |
| All | -30.4% | -54.8% | +24.4% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling