+1,279.2%
ENTG vs KMX
+3,053.8%
-1,774.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.2% | -5.0% | -4.3% |
| 7D | +15.2% | +3.4% | +11.8% | +13.7% |
| 30D | -3.6% | +6.8% | -10.5% | -6.9% |
| 3M | -10.0% | -11.4% | +1.4% | -6.6% |
| 6M | +1.8% | +43.6% | -41.8% | -14.4% |
| YTD | +75.5% | +37.7% | +37.8% | +47.6% |
| 1Y | +82.4% | +53.0% | +29.4% | +46.6% |
| 3Y | +58.5% | -16.3% | +74.8% | +58.2% |
| 5Y | +0.4% | -64.2% | +64.6% | +36.6% |
| 10Y | +759.6% | -2.8% | +762.5% | +609.5% |
| All | +1,279.2% | +3,053.8% | -1,774.6% | +338.4% |
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