+49.2%
EWJ vs KMX
-54.8%
+104.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -1.5% | -3.4% | +1.9% | -1.0% |
| 30D | +0.2% | +4.0% | -3.9% | -0.4% |
| 3M | +8.6% | +24.8% | -16.2% | +4.8% |
| 6M | +12.1% | +43.6% | -31.5% | +5.4% |
| YTD | +20.1% | +56.6% | -36.5% | +11.0% |
| 1Y | +25.2% | +2.2% | +22.9% | +22.6% |
| 3Y | +70.8% | -25.4% | +96.2% | +73.4% |
| 5Y | +49.2% | -55.0% | +104.2% | +59.7% |
| All | +49.2% | -54.8% | +104.0% | +59.7% |
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