+121.4%
ETR vs KMX
-54.8%
+176.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | -1.8% | -3.1% | +1.3% | -1.6% |
| 30D | -1.8% | +4.4% | -6.2% | -2.2% |
| 3M | -3.6% | +18.9% | -22.5% | -5.2% |
| 6M | +2.6% | +44.3% | -41.7% | -1.1% |
| YTD | +16.0% | +58.7% | -42.7% | +10.4% |
| 1Y | +20.1% | +0.1% | +20.0% | +19.4% |
| 3Y | +143.6% | -24.4% | +168.0% | +146.1% |
| All | +121.4% | -54.8% | +176.2% | +128.7% |
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 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