+290.1%
ETR vs KMX
+11.6%
+278.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | -1.8% | -3.1% | +1.3% | -1.4% |
| 30D | -1.8% | +4.4% | -6.2% | -2.5% |
| 3M | -3.6% | +18.9% | -22.5% | -6.5% |
| 6M | +2.6% | +44.3% | -41.7% | -4.3% |
| YTD | +16.0% | +58.7% | -42.7% | +5.9% |
| 1Y | +20.1% | +0.1% | +20.0% | +17.6% |
| 3Y | +143.6% | -24.4% | +168.0% | +144.9% |
| 5Y | +124.4% | -54.4% | +178.8% | +142.9% |
| All | +290.1% | +11.6% | +278.5% | +246.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling