-76.7%
ENPH vs KMX
-54.8%
-21.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +1.5% | -3.4% | +4.9% | +2.9% |
| 30D | -12.9% | +4.0% | -16.9% | -14.6% |
| 3M | -27.1% | +24.8% | -51.9% | -34.5% |
| 6M | -15.4% | +43.6% | -59.1% | -30.4% |
| YTD | +15.0% | +56.6% | -41.6% | -8.9% |
| 1Y | -0.7% | +2.2% | -2.9% | -6.8% |
| 3Y | -69.3% | -25.4% | -43.9% | -67.6% |
| 5Y | -76.7% | -55.0% | -21.7% | -69.5% |
| All | -76.7% | -54.8% | -21.9% | -69.5% |
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