+1,919.4%
ENPH vs KMX
+11.6%
+1,907.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -2.0% |
| 7D | -0.1% | -3.1% | +3.1% | +1.3% |
| 30D | -10.8% | +4.4% | -15.3% | -12.9% |
| 3M | -33.8% | +18.9% | -52.7% | -39.6% |
| 6M | -16.1% | +44.3% | -60.4% | -31.7% |
| YTD | +13.4% | +58.7% | -45.3% | -11.9% |
| 1Y | -2.6% | +0.1% | -2.7% | -8.3% |
| 3Y | -70.3% | -24.4% | -45.8% | -68.8% |
| 5Y | -77.0% | -54.4% | -22.6% | -70.8% |
| All | +1,919.4% | +11.6% | +1,907.8% | +1,599.1% |
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