+149.4%
EWT vs KMX
-54.8%
+204.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.6% |
| 7D | -1.1% | -3.1% | +2.0% | -0.6% |
| 30D | +4.5% | +4.4% | 0.0% | +3.6% |
| 3M | +8.3% | +18.9% | -10.6% | +4.5% |
| 6M | +54.2% | +44.3% | +10.0% | +42.9% |
| YTD | +74.6% | +58.7% | +15.9% | +58.4% |
| 1Y | +84.9% | +0.1% | +84.8% | +80.6% |
| 3Y | +197.5% | -24.4% | +222.0% | +200.8% |
| All | +149.4% | -54.8% | +204.2% | +162.8% |
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 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