-5.5%
ETN vs KMX
+35.0%
-40.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +3.3% | -13.2% | -10.1% |
| 7D | -10.1% | +2.1% | -12.3% | -10.4% |
| 30D | -18.4% | +0.5% | -18.9% | -18.5% |
| 3M | -20.4% | -4.1% | -16.3% | -20.3% |
| 6M | -16.0% | +49.5% | -65.5% | -21.3% |
| YTD | +11.8% | +42.7% | -30.9% | +4.8% |
| 1Y | -5.5% | +35.3% | -40.8% | -11.2% |
| All | -5.5% | +35.0% | -40.5% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling