-29.4%
EW vs KMX
-52.4%
+23.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.3% | +0.8% | -2.9% |
| 7D | -4.4% | -0.7% | -3.7% | -4.3% |
| 30D | -3.3% | +4.1% | -7.5% | -4.0% |
| 3M | +1.0% | +27.5% | -26.5% | -3.1% |
| 6M | +6.2% | +43.6% | -37.3% | -0.6% |
| YTD | +1.7% | +56.8% | -55.0% | -6.5% |
| 1Y | +8.1% | -1.3% | +9.4% | +6.4% |
| 3Y | +17.1% | -25.4% | +42.5% | +18.2% |
| 5Y | -29.4% | -53.9% | +24.5% | -20.5% |
| All | -29.4% | -52.4% | +23.1% | -20.5% |
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