-28.7%
ETHA vs KMX
-24.5%
-4.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.4% | +2.6% |
| 7D | +2.7% | -0.7% | +3.4% | +2.9% |
| 30D | +29.4% | +4.1% | +25.3% | +27.5% |
| 3M | +47.2% | +27.5% | +19.7% | +33.8% |
| 6M | +25.4% | +43.6% | -18.2% | +6.5% |
| YTD | -16.5% | +56.8% | -73.3% | -32.6% |
| 1Y | -42.3% | -1.3% | -41.0% | -41.5% |
| All | -28.7% | -24.5% | -4.2% | -15.7% |
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