+856.1%
EEM vs KMX
+609.3%
+246.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | +1.4% |
| 7D | +3.1% | -0.7% | +3.8% | +3.3% |
| 30D | +4.9% | +4.1% | +0.8% | +3.5% |
| 3M | +5.2% | +27.5% | -22.3% | -2.7% |
| 6M | +20.7% | +43.6% | -22.9% | +6.6% |
| YTD | +26.5% | +56.8% | -30.3% | +8.1% |
| 1Y | +37.8% | -1.3% | +39.2% | +31.9% |
| 3Y | +91.0% | -25.4% | +116.4% | +90.8% |
| 5Y | +47.0% | -53.9% | +100.9% | +61.0% |
| 10Y | +125.6% | +0.7% | +124.9% | +71.3% |
| All | +856.1% | +609.3% | +246.8% | +213.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling