-24.4%
ELF vs KMX
+0.2%
-24.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.3% | -0.6% | -2.6% |
| 7D | -1.2% | -0.7% | -0.5% | -0.8% |
| 30D | +5.9% | +4.1% | +1.8% | +3.6% |
| 3M | +99.5% | +27.5% | +72.0% | +73.1% |
| 6M | +26.5% | +43.6% | -17.0% | -0.8% |
| YTD | +37.2% | +56.8% | -19.6% | +0.5% |
| 1Y | -24.4% | -1.3% | -23.1% | -38.0% |
| All | -24.4% | +0.2% | -24.6% | -38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling