+85.5%
ETN vs KMX
-25.1%
+110.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.6% | +3.7% |
| 7D | +3.5% | -3.1% | +6.6% | +4.1% |
| 30D | -7.5% | +4.4% | -12.0% | -8.4% |
| 3M | +8.3% | +18.9% | -10.6% | +4.0% |
| 6M | +20.2% | +44.3% | -24.1% | +10.0% |
| YTD | +34.7% | +58.7% | -24.0% | +20.2% |
| 1Y | +19.4% | +0.1% | +19.3% | +17.6% |
| 3Y | +85.5% | -24.4% | +109.9% | +86.7% |
| All | +85.5% | -25.1% | +110.6% | +86.7% |
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 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