+83.6%
EEM vs KMX
-26.1%
+109.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.5% | -2.2% |
| 7D | -0.7% | -3.4% | +2.7% | -0.3% |
| 30D | +2.4% | +4.0% | -1.6% | +1.8% |
| 3M | +4.2% | +24.8% | -20.6% | +0.8% |
| 6M | +14.8% | +43.6% | -28.8% | +8.4% |
| YTD | +23.1% | +56.6% | -33.5% | +14.7% |
| 1Y | +32.5% | +2.2% | +30.3% | +30.3% |
| All | +83.6% | -26.1% | +109.7% | +80.8% |
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