+141.9%
EWJ vs KMX
+11.6%
+130.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.0% |
| 7D | +0.3% | -3.1% | +3.4% | +0.8% |
| 30D | +0.8% | +4.4% | -3.7% | 0.0% |
| 3M | +7.5% | +18.9% | -11.4% | +3.9% |
| 6M | +15.6% | +44.3% | -28.7% | +7.4% |
| YTD | +22.7% | +58.7% | -36.0% | +11.7% |
| 1Y | +26.4% | +0.1% | +26.3% | +23.5% |
| 3Y | +72.5% | -24.4% | +97.0% | +74.1% |
| 5Y | +52.4% | -54.4% | +106.9% | +64.4% |
| All | +141.9% | +11.6% | +130.3% | +117.2% |
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