+424.6%
ETSY vs KMX
+11.6%
+413.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.1% |
| 7D | -4.9% | -3.1% | -1.8% | -3.6% |
| 30D | -8.6% | +4.4% | -13.1% | -10.4% |
| 3M | +4.8% | +18.9% | -14.1% | -3.8% |
| 6M | +38.1% | +44.3% | -6.2% | +14.6% |
| YTD | +31.2% | +58.7% | -27.5% | +3.4% |
| 1Y | +22.1% | +0.1% | +22.0% | +15.0% |
| 3Y | +12.2% | -24.4% | +36.7% | +14.6% |
| 5Y | -66.5% | -54.4% | -12.1% | -58.1% |
| All | +424.6% | +11.6% | +413.0% | +294.6% |
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