+5,136.8%
ENB vs KMX
+475.4%
+4,661.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.0% |
| 7D | -0.2% | +1.9% | -2.1% | -0.4% |
| 30D | -2.2% | +11.7% | -13.9% | -3.4% |
| 3M | -10.5% | +34.9% | -45.4% | -13.6% |
| 6M | -5.1% | +50.3% | -55.3% | -9.7% |
| YTD | +9.0% | +63.8% | -54.8% | +2.3% |
| 1Y | +8.2% | +3.8% | +4.4% | +5.9% |
| 3Y | +67.8% | -24.3% | +92.0% | +67.6% |
| 5Y | +69.4% | -50.2% | +119.6% | +73.6% |
| 10Y | +117.5% | +5.4% | +112.1% | +103.1% |
| All | +5,136.8% | +475.4% | +4,661.5% | +4,185.2% |
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