+88.5%
ENB vs KMX
+11.6%
+76.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.2% |
| 7D | -4.7% | -3.1% | -1.5% | -4.1% |
| 30D | -5.9% | +4.4% | -10.3% | -6.7% |
| 3M | -14.2% | +18.9% | -33.2% | -17.2% |
| 6M | -8.6% | +44.3% | -52.9% | -15.4% |
| YTD | +3.9% | +58.7% | -54.8% | -6.2% |
| 1Y | +1.8% | +0.1% | +1.7% | -0.7% |
| 3Y | +68.5% | -24.4% | +92.9% | +69.1% |
| 5Y | +62.4% | -54.4% | +116.9% | +77.7% |
| All | +88.5% | +11.6% | +76.9% | +65.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling