+19.0%
EWZ vs KMX
-22.6%
+41.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.9% |
| 7D | -1.5% | -7.4% | +5.9% | -0.6% |
| 30D | -24.5% | -3.4% | -21.1% | -24.3% |
| 3M | -10.7% | -11.3% | +0.6% | -9.7% |
| 6M | -19.1% | +30.6% | -49.6% | -22.7% |
| YTD | +1.6% | +33.2% | -31.6% | -4.0% |
| 1Y | +4.3% | +66.7% | -62.4% | -4.6% |
| 3Y | +19.0% | -22.1% | +41.0% | +18.8% |
| All | +19.0% | -22.6% | +41.5% | +18.8% |
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 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