+6,438.2%
EW vs KMX
+4,302.8%
+2,135.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | -0.3% | +1.9% | -2.2% | -0.7% |
| 30D | +1.0% | +11.7% | -10.6% | -0.8% |
| 3M | +2.8% | +34.9% | -32.1% | -2.4% |
| 6M | +5.5% | +50.3% | -44.8% | -2.1% |
| YTD | +5.5% | +63.8% | -58.3% | -3.8% |
| 1Y | +11.0% | +3.8% | +7.2% | +7.6% |
| 3Y | +17.7% | -24.3% | +42.0% | +17.4% |
| 5Y | -25.7% | -50.2% | +24.5% | -22.6% |
| 10Y | +132.8% | +5.4% | +127.4% | +109.9% |
| All | +6,438.2% | +4,302.8% | +2,135.4% | +4,281.4% |
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 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