+1,215.2%
ES vs KMX
+475.4%
+739.8%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.7% |
| 7D | +0.3% | +1.9% | -1.6% | +0.1% |
| 30D | -2.0% | +11.7% | -13.6% | -2.9% |
| 3M | +1.7% | +34.9% | -33.2% | -1.0% |
| 6M | -3.5% | +50.3% | -53.8% | -7.2% |
| YTD | +7.9% | +63.8% | -55.9% | +2.8% |
| 1Y | +17.2% | +3.8% | +13.3% | +15.3% |
| 3Y | +29.3% | -24.3% | +53.6% | +29.4% |
| 5Y | -5.7% | -50.2% | +44.5% | -4.0% |
| 10Y | +85.2% | +5.4% | +79.8% | +74.8% |
| All | +1,215.2% | +475.4% | +739.8% | +1,069.4% |
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