+246.8%
ET vs KMX
-54.8%
+301.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +1.4% | -3.4% | +4.7% | +1.8% |
| 30D | +4.6% | +4.0% | +0.5% | +4.0% |
| 3M | +16.0% | +24.8% | -8.7% | +12.4% |
| 6M | +22.8% | +43.6% | -20.8% | +16.2% |
| YTD | +38.9% | +56.6% | -17.8% | +29.3% |
| 1Y | +34.1% | +2.2% | +31.8% | +32.0% |
| 3Y | +98.8% | -25.4% | +124.3% | +103.0% |
| 5Y | +246.8% | -55.0% | +301.8% | +257.9% |
| All | +246.8% | -54.8% | +301.7% | +257.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling