+225.1%
EWJ vs KMX
+448.1%
-223.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | +1.0% | -1.9% | +2.9% | +1.2% |
| 30D | +1.0% | +2.6% | -1.6% | +0.6% |
| 3M | +7.2% | +25.6% | -18.3% | +3.7% |
| 6M | +13.9% | +41.9% | -28.0% | +7.8% |
| YTD | +20.8% | +56.0% | -35.2% | +12.6% |
| 1Y | +26.4% | -1.8% | +28.2% | +24.1% |
| 3Y | +71.8% | -25.7% | +97.5% | +72.6% |
| 5Y | +49.9% | -54.7% | +104.6% | +57.2% |
| 10Y | +140.0% | +9.2% | +130.8% | +117.9% |
| All | +225.1% | +448.1% | -223.0% | +120.4% |
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