+49.5%
EQT vs KMX
+10.2%
+39.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -1.2% | -3.4% | +2.2% | -0.5% |
| 30D | +1.1% | +4.0% | -2.9% | +0.2% |
| 3M | +4.8% | +24.8% | -20.0% | -0.4% |
| 6M | -10.6% | +43.6% | -54.2% | -18.2% |
| YTD | +3.4% | +56.6% | -53.2% | -7.7% |
| 1Y | +8.7% | +2.2% | +6.4% | +4.8% |
| 3Y | +35.0% | -25.4% | +60.4% | +36.6% |
| 5Y | +204.2% | -55.0% | +259.3% | +231.5% |
| All | +49.5% | +10.2% | +39.4% | +13.6% |
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