+72.5%
EWJ vs KMX
-25.1%
+97.6%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.0% |
| 7D | +0.3% | -3.1% | +3.4% | +0.7% |
| 30D | +0.8% | +4.4% | -3.7% | +0.2% |
| 3M | +7.5% | +18.9% | -11.4% | +4.8% |
| 6M | +15.6% | +44.3% | -28.7% | +9.1% |
| YTD | +22.7% | +58.7% | -36.0% | +14.0% |
| 1Y | +26.4% | +0.1% | +26.3% | +25.5% |
| 3Y | +72.5% | -24.4% | +97.0% | +72.8% |
| All | +72.5% | -25.1% | +97.6% | +72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling