+192.2%
EWT vs KMX
-26.1%
+218.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | -1.1% | -3.4% | +2.3% | -0.5% |
| 30D | +4.8% | +4.0% | +0.8% | +4.0% |
| 3M | +11.1% | +24.8% | -13.6% | +6.6% |
| 6M | +54.6% | +43.6% | +11.0% | +43.7% |
| YTD | +71.4% | +56.6% | +14.8% | +56.4% |
| 1Y | +82.1% | +2.2% | +79.9% | +77.8% |
| All | +192.2% | -26.1% | +218.3% | +189.3% |
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