+49.5%
ELF vs KMX
+68.9%
-19.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.1% | -2.3% | +1.2% |
| 7D | +7.8% | -4.1% | +11.9% | +9.1% |
| 30D | +9.3% | +2.9% | +6.4% | +7.8% |
| 3M | +21.2% | -7.0% | +28.2% | +23.2% |
| 6M | +96.1% | +34.1% | +62.0% | +73.1% |
| YTD | +57.0% | +40.0% | +16.9% | +33.9% |
| All | +49.5% | +68.9% | -19.5% | +22.9% |
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