+137.3%
ETSY vs KMX
-16.7%
+154.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -2.0% |
| 7D | -12.9% | -1.9% | -11.0% | -12.2% |
| 30D | -11.5% | +2.6% | -14.0% | -12.5% |
| 3M | +3.5% | +25.6% | -22.0% | -7.3% |
| 6M | +27.6% | +41.9% | -14.2% | +6.6% |
| YTD | +28.4% | +56.0% | -27.6% | +1.8% |
| 1Y | +27.1% | -1.8% | +28.9% | +20.5% |
| 3Y | +6.0% | -25.7% | +31.8% | +8.9% |
| 5Y | -67.1% | -54.7% | -12.4% | -58.8% |
| 10Y | +421.9% | +9.2% | +412.8% | +301.5% |
| All | +137.3% | -16.7% | +154.0% | +87.3% |
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