+0.7%
EWZ vs KMX
+53.7%
-53.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.9% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | -25.9% | +3.5% | -29.4% | -26.1% |
| 3M | -6.1% | -10.4% | +4.3% | -5.4% |
| 6M | -16.1% | +37.6% | -53.7% | -20.3% |
| YTD | +1.0% | +36.1% | -35.1% | -5.5% |
| All | +0.7% | +53.7% | -53.1% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling