+303.5%
EWY vs KMX
+11.6%
+291.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +1.9% | +2.9% |
| 7D | -0.1% | -3.1% | +3.0% | +0.7% |
| 30D | +7.3% | +4.4% | +2.9% | +6.1% |
| 3M | -5.1% | +18.9% | -24.0% | -9.5% |
| 6M | +42.1% | +44.3% | -2.2% | +28.4% |
| YTD | +94.1% | +58.7% | +35.4% | +70.6% |
| 1Y | +147.8% | +0.1% | +147.7% | +139.9% |
| 3Y | +222.9% | -24.4% | +247.3% | +226.0% |
| 5Y | +150.6% | -54.4% | +205.0% | +178.1% |
| All | +303.5% | +11.6% | +291.9% | +256.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling