+6,541.6%
ETN vs KMX
+448.1%
+6,093.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.5% |
| 7D | +6.2% | -1.9% | +8.1% | +6.6% |
| 30D | -6.7% | +2.6% | -9.3% | -7.3% |
| 3M | +3.6% | +25.6% | -22.0% | -1.7% |
| 6M | +18.3% | +41.9% | -23.5% | +8.6% |
| YTD | +31.5% | +56.0% | -24.6% | +17.8% |
| 1Y | +20.6% | -1.8% | +22.3% | +17.2% |
| 3Y | +82.5% | -25.7% | +108.3% | +84.5% |
| 5Y | +177.8% | -54.7% | +232.5% | +201.6% |
| 10Y | +705.0% | +9.2% | +695.8% | +619.0% |
| All | +6,541.6% | +448.1% | +6,093.5% | +4,580.1% |
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 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