+55.4%
ES vs KMX
-14.8%
+70.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.7% |
| 7D | +2.7% | +3.4% | -0.7% | +2.4% |
| 30D | +7.6% | +6.8% | +0.8% | +6.9% |
| 3M | +0.5% | -11.4% | +11.9% | +1.3% |
| 6M | +7.6% | +43.6% | -36.0% | +3.8% |
| YTD | +10.2% | +37.7% | -27.5% | +5.7% |
| 1Y | +1.8% | +53.0% | -51.1% | -3.7% |
| 3Y | +55.4% | -16.3% | +71.7% | +47.5% |
| All | +55.4% | -14.8% | +70.2% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling