+117.8%
EW vs KMX
+11.6%
+106.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -3.0% |
| 7D | -6.2% | -3.1% | -3.0% | -5.5% |
| 30D | -9.3% | +4.4% | -13.8% | -10.2% |
| 3M | -1.6% | +18.9% | -20.5% | -5.6% |
| 6M | -0.8% | +44.3% | -45.1% | -9.6% |
| YTD | -1.0% | +58.7% | -59.7% | -12.1% |
| 1Y | +8.2% | +0.1% | +8.0% | +4.9% |
| 3Y | +12.7% | -24.4% | +37.1% | +12.8% |
| 5Y | -30.2% | -54.4% | +24.2% | -22.6% |
| All | +117.8% | +11.6% | +106.2% | +90.4% |
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