+591.5%
EWT vs KMX
+3,758.6%
-3,167.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +2.1% | -1.9% | +4.0% | +2.5% |
| 30D | +9.4% | +2.6% | +6.8% | +8.7% |
| 3M | +10.9% | +25.6% | -14.7% | +5.1% |
| 6M | +57.9% | +41.9% | +16.1% | +44.8% |
| YTD | +75.9% | +56.0% | +19.9% | +57.3% |
| 1Y | +89.7% | -1.8% | +91.5% | +84.3% |
| 3Y | +200.9% | -25.7% | +226.6% | +203.3% |
| 5Y | +154.5% | -54.7% | +209.2% | +174.9% |
| 10Y | +520.8% | +9.2% | +511.6% | +420.7% |
| All | +591.5% | +3,758.6% | -3,167.1% | +215.7% |
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 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