+147.8%
ETR vs KMX
-26.3%
+174.2%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | +0.4% | -1.9% | +2.2% | +0.5% |
| 30D | +2.0% | +2.6% | -0.5% | +1.9% |
| 3M | -1.7% | +25.6% | -27.3% | -3.1% |
| 6M | +3.6% | +41.9% | -38.3% | +1.1% |
| YTD | +18.0% | +56.0% | -38.0% | +13.9% |
| 1Y | +26.2% | -1.8% | +28.0% | +27.0% |
| All | +147.8% | -26.3% | +174.2% | +149.8% |
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 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