+395.5%
ENPH vs KMX
+84.4%
+311.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | -0.4% |
| 7D | -2.4% | +1.9% | -4.3% | -3.3% |
| 30D | -6.6% | +11.7% | -18.3% | -11.8% |
| 3M | -46.8% | +34.9% | -81.7% | -54.6% |
| 6M | -14.7% | +50.3% | -65.0% | -32.8% |
| YTD | +13.5% | +63.8% | -50.3% | -14.4% |
| 1Y | -0.4% | +3.8% | -4.2% | -8.5% |
| 3Y | -71.7% | -24.3% | -47.5% | -70.4% |
| 5Y | -79.1% | -50.2% | -28.9% | -74.4% |
| 10Y | +1,898.4% | +5.4% | +1,893.0% | +1,316.7% |
| All | +395.5% | +84.4% | +311.1% | +110.9% |
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 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