-2.0%
ELV vs KMX
-25.1%
+23.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | +3.2% | -3.1% | +6.3% | +3.4% |
| 30D | +5.4% | +4.4% | +0.9% | +5.1% |
| 3M | +5.4% | +18.9% | -13.6% | +4.0% |
| 6M | +45.7% | +44.3% | +1.4% | +41.4% |
| YTD | +21.2% | +58.7% | -37.5% | +16.4% |
| 1Y | +35.6% | +0.1% | +35.5% | +34.6% |
| 3Y | -2.0% | -24.4% | +22.4% | -3.5% |
| All | -2.0% | -25.1% | +23.1% | -3.5% |
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