+190.4%
ETN vs KMX
-54.8%
+245.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.6% | +3.7% |
| 7D | +3.5% | -3.1% | +6.6% | +4.2% |
| 30D | -7.5% | +4.4% | -12.0% | -8.5% |
| 3M | +8.3% | +18.9% | -10.6% | +3.4% |
| 6M | +20.2% | +44.3% | -24.1% | +8.7% |
| YTD | +34.7% | +58.7% | -24.0% | +18.3% |
| 1Y | +19.4% | +0.1% | +19.3% | +16.2% |
| 3Y | +85.5% | -24.4% | +109.9% | +89.6% |
| All | +190.4% | -54.8% | +245.2% | +230.8% |
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