+61.1%
ENB vs KMX
-54.8%
+115.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | -4.7% | -3.1% | -1.5% | -4.4% |
| 30D | -5.9% | +4.4% | -10.3% | -6.3% |
| 3M | -14.2% | +18.9% | -33.2% | -15.8% |
| 6M | -8.6% | +44.3% | -52.9% | -12.2% |
| YTD | +3.9% | +58.7% | -54.8% | -1.6% |
| 1Y | +1.8% | +0.1% | +1.7% | +1.0% |
| 3Y | +68.5% | -24.4% | +92.9% | +70.1% |
| All | +61.1% | -54.8% | +115.8% | +67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling