-27.0%
ETHA vs KMX
-23.5%
-3.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +1.9% | +2.8% |
| 7D | +3.5% | -3.1% | +6.6% | +4.6% |
| 30D | +35.3% | +4.4% | +30.9% | +33.2% |
| 3M | +50.9% | +18.9% | +32.0% | +40.9% |
| 6M | +22.1% | +44.3% | -22.2% | +3.6% |
| YTD | -14.6% | +58.7% | -73.3% | -31.3% |
| 1Y | -42.8% | +0.1% | -42.9% | -42.2% |
| All | -27.0% | -23.5% | -3.4% | -14.1% |
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