+255.0%
ELF vs KMX
-50.1%
+305.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.7% |
| 7D | +5.4% | +1.9% | +3.5% | +4.5% |
| 30D | +27.0% | +11.7% | +15.3% | +21.3% |
| 3M | +113.2% | +34.9% | +78.3% | +86.9% |
| 6M | +36.6% | +50.3% | -13.7% | +12.7% |
| YTD | +44.2% | +63.8% | -19.6% | +14.7% |
| 1Y | -18.0% | +3.8% | -21.8% | -22.1% |
| 3Y | -19.9% | -24.3% | +4.3% | -17.0% |
| All | +255.0% | -50.1% | +305.1% | +306.2% |
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