+36.4%
EWZ vs KMX
+0.2%
+36.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.3% | +6.3% | +2.3% |
| 7D | +5.6% | -0.7% | +6.3% | +5.6% |
| 30D | +9.3% | +4.1% | +5.1% | +8.9% |
| 3M | +15.7% | +27.5% | -11.8% | +13.1% |
| 6M | +7.4% | +43.6% | -36.1% | +3.3% |
| YTD | +22.7% | +56.8% | -34.1% | +17.3% |
| 1Y | +36.4% | -1.3% | +37.7% | +33.6% |
| All | +36.4% | +0.2% | +36.2% | +33.6% |
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