+432.5%
EWZ vs KMX
+3,721.3%
-3,288.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | +6.5% | +1.9% | +4.6% | +5.9% |
| 30D | +4.8% | +11.7% | -6.8% | +1.7% |
| 3M | +9.9% | +34.9% | -25.0% | +0.6% |
| 6M | +1.9% | +50.3% | -48.3% | -10.2% |
| YTD | +20.3% | +63.8% | -43.5% | +2.9% |
| 1Y | +35.6% | +3.8% | +31.8% | +28.4% |
| 3Y | +43.4% | -24.3% | +67.7% | +43.0% |
| 5Y | +55.9% | -50.2% | +106.2% | +65.0% |
| 10Y | +84.2% | +5.4% | +78.8% | +49.1% |
| All | +432.5% | +3,721.3% | -3,288.7% | +109.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling