+212.8%
EWY vs KMX
-26.1%
+238.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.6% | -4.3% |
| 7D | +1.2% | -3.4% | +4.6% | +1.9% |
| 30D | +9.3% | +4.0% | +5.3% | +8.4% |
| 3M | +2.4% | +24.8% | -22.4% | -2.4% |
| 6M | +40.3% | +43.6% | -3.3% | +29.1% |
| YTD | +88.0% | +56.6% | +31.4% | +69.8% |
| 1Y | +143.8% | +2.2% | +141.6% | +135.9% |
| All | +212.8% | -26.1% | +238.8% | +203.3% |
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