+782.9%
ENTG vs KMX
+11.6%
+771.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.8% | +1.6% |
| 7D | +1.2% | -3.1% | +4.3% | +2.5% |
| 30D | -12.9% | +4.4% | -17.3% | -14.7% |
| 3M | -3.1% | +18.9% | -22.0% | -10.9% |
| 6M | +21.0% | +44.3% | -23.3% | +0.8% |
| YTD | +67.0% | +58.7% | +8.3% | +32.5% |
| 1Y | +68.6% | +0.1% | +68.5% | +59.6% |
| 3Y | +48.6% | -24.4% | +73.1% | +56.2% |
| 5Y | +18.6% | -54.4% | +73.0% | +46.3% |
| All | +782.9% | +11.6% | +771.3% | +631.2% |
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 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