-3.4%
ELAN vs KMX
+42.4%
-45.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.1% |
| 7D | -6.4% | -3.4% | -3.0% | -5.2% |
| 30D | +0.6% | +4.0% | -3.5% | -0.9% |
| 3M | 0.0% | +24.8% | -24.8% | -9.4% |
| 6M | -3.4% | +43.6% | -47.0% | -25.5% |
| All | -3.4% | +42.4% | -45.8% | -25.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling