-29.3%
ETHA vs KMX
-24.5%
-4.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -2.4% | -3.4% | +1.0% | -1.3% |
| 30D | +30.9% | +4.0% | +26.9% | +29.1% |
| 3M | +51.1% | +24.8% | +26.4% | +38.6% |
| 6M | +20.5% | +43.6% | -23.1% | +2.3% |
| YTD | -17.3% | +56.6% | -73.9% | -33.1% |
| 1Y | -43.2% | +2.2% | -45.5% | -43.7% |
| All | -29.3% | -24.5% | -4.7% | -16.4% |
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 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