+350.4%
ELF vs KMX
-1.9%
+352.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.1% | -2.3% | +0.6% |
| 7D | +7.8% | -4.1% | +11.9% | +9.6% |
| 30D | +9.3% | +2.9% | +6.4% | +7.4% |
| 3M | +21.2% | -7.0% | +28.2% | +23.8% |
| 6M | +96.1% | +34.1% | +62.0% | +69.3% |
| YTD | +57.0% | +40.0% | +16.9% | +30.9% |
| 1Y | +61.9% | +67.2% | -5.4% | +24.3% |
| 3Y | +20.0% | -13.4% | +33.4% | +21.2% |
| 5Y | +284.8% | -65.1% | +349.8% | +435.8% |
| 10Y | +364.2% | +6.9% | +357.3% | +275.0% |
| All | +350.4% | -1.9% | +352.3% | +286.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling