+2,531.5%
ETR vs KMX
+450.6%
+2,080.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.3% | +5.5% | +1.6% |
| 7D | +1.4% | -0.7% | +2.1% | +1.5% |
| 30D | +1.9% | +4.1% | -2.2% | +1.5% |
| 3M | +1.0% | +27.5% | -26.5% | -1.4% |
| 6M | +4.8% | +43.6% | -38.7% | +0.9% |
| YTD | +19.5% | +56.8% | -37.2% | +13.9% |
| 1Y | +28.1% | -1.3% | +29.4% | +26.4% |
| 3Y | +151.1% | -25.4% | +176.5% | +151.4% |
| 5Y | +125.2% | -53.9% | +179.1% | +131.2% |
| 10Y | +291.1% | +0.7% | +290.5% | +270.9% |
| All | +2,531.5% | +450.6% | +2,080.8% | +2,238.9% |
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