+313.8%
ELF vs KMX
+14.8%
+299.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +21.0% |
| 3M | +113.2% | +34.9% | +78.3% | +85.7% |
| 6M | +36.6% | +50.3% | -13.7% | +11.7% |
| YTD | +44.2% | +63.8% | -19.6% | +13.4% |
| 1Y | -18.0% | +3.8% | -21.8% | -21.4% |
| 3Y | -19.9% | -24.3% | +4.3% | -15.2% |
| 5Y | +257.7% | -50.2% | +307.9% | +325.4% |
| All | +313.8% | +14.8% | +299.1% | +234.6% |
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