+66.5%
EWZ vs KMX
-2.3%
+68.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.1% |
| 7D | +0.8% | +3.4% | -2.6% | 0.0% |
| 30D | -24.4% | +6.8% | -31.2% | -25.8% |
| 3M | -4.6% | -11.4% | +6.8% | -2.5% |
| 6M | -11.6% | +43.6% | -55.1% | -20.3% |
| YTD | +2.4% | +37.7% | -35.4% | -8.0% |
| 1Y | +2.1% | +53.0% | -50.9% | -10.9% |
| 3Y | +18.7% | -16.3% | +35.0% | +15.0% |
| 5Y | +54.2% | -64.2% | +118.4% | +87.6% |
| All | +66.5% | -2.3% | +68.8% | +46.7% |
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 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