+14.2%
ELF vs KMX
-22.6%
+36.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.1% | +7.9% | +6.8% |
| 7D | +4.0% | -7.4% | +11.4% | +7.7% |
| 30D | +10.6% | -3.4% | +14.0% | +11.7% |
| 3M | +25.8% | -11.3% | +37.1% | +31.9% |
| 6M | +89.1% | +30.6% | +58.5% | +59.8% |
| YTD | +52.7% | +33.2% | +19.5% | +24.0% |
| 1Y | +51.7% | +66.7% | -15.0% | +7.2% |
| 3Y | +14.2% | -22.1% | +36.3% | +18.3% |
| All | +14.2% | -22.6% | +36.8% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling