+2,385.0%
ELV vs KMX
+612.6%
+1,772.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.9% | -0.5% |
| 7D | -0.3% | -0.7% | +0.4% | -0.1% |
| 30D | +2.0% | +4.1% | -2.1% | +1.1% |
| 3M | -3.5% | +27.5% | -31.0% | -8.8% |
| 6M | +40.2% | +43.6% | -3.4% | +28.4% |
| YTD | +15.8% | +56.8% | -40.9% | +3.7% |
| 1Y | +33.2% | -1.3% | +34.5% | +29.2% |
| 3Y | -6.2% | -25.4% | +19.2% | -6.6% |
| 5Y | +16.4% | -53.9% | +70.3% | +23.5% |
| 10Y | +259.8% | +0.7% | +259.1% | +206.2% |
| All | +2,385.0% | +612.6% | +1,772.4% | +1,099.0% |
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