+1,332.0%
ET vs KMX
+251.9%
+1,080.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.4% |
| 7D | +2.5% | +3.4% | -0.8% | +1.6% |
| 30D | -2.5% | +6.8% | -9.3% | -4.5% |
| 3M | -4.9% | -11.4% | +6.5% | -2.6% |
| 6M | -0.1% | +43.6% | -43.6% | -10.8% |
| YTD | +26.2% | +37.7% | -11.5% | +12.1% |
| 1Y | +25.2% | +53.0% | -27.8% | +7.6% |
| 3Y | +84.2% | -16.3% | +100.5% | +77.3% |
| 5Y | +216.1% | -64.2% | +280.3% | +269.5% |
| 10Y | +160.7% | -2.8% | +163.5% | +114.3% |
| All | +1,332.0% | +251.9% | +1,080.2% | +615.8% |
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