+50.3%
EWZ vs KMX
+13.6%
+36.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.1% | -3.1% | +0.8% |
| 7D | +1.4% | -4.1% | +5.5% | +2.3% |
| 30D | -25.1% | +2.9% | -28.0% | -25.9% |
| 3M | -7.7% | -7.0% | -0.7% | -6.8% |
| 6M | -15.8% | +34.1% | -50.0% | -22.8% |
| YTD | +3.6% | +40.0% | -36.4% | -7.1% |
| 1Y | +5.5% | +67.2% | -61.7% | -9.7% |
| 3Y | +22.1% | -13.4% | +35.5% | +17.4% |
| 5Y | +58.3% | -65.1% | +123.4% | +94.1% |
| 10Y | +50.3% | +6.9% | +43.4% | +46.8% |
| All | +50.3% | +13.6% | +36.7% | +46.8% |
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 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