+220.5%
EQH vs KMX
-6.1%
+226.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | -1.8% | -3.4% | +1.6% | -0.3% |
| 30D | +2.4% | +4.0% | -1.6% | +0.5% |
| 3M | +26.3% | +24.8% | +1.5% | +12.9% |
| 6M | +35.8% | +43.6% | -7.8% | +11.4% |
| YTD | +12.7% | +56.6% | -44.0% | -12.3% |
| 1Y | +2.5% | +2.2% | +0.2% | -5.6% |
| 3Y | +98.6% | -25.4% | +124.1% | +105.5% |
| 5Y | +101.7% | -55.0% | +156.7% | +157.1% |
| All | +220.5% | -6.1% | +226.5% | +146.8% |
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