+854.3%
EEM vs KMX
+641.1%
+213.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.5% |
| 7D | +2.3% | +1.9% | +0.4% | +1.8% |
| 30D | +4.5% | +11.7% | -7.1% | +1.1% |
| 3M | -0.1% | +34.9% | -35.0% | -9.1% |
| 6M | +16.9% | +50.3% | -33.3% | +2.0% |
| YTD | +26.2% | +63.8% | -37.6% | +6.5% |
| 1Y | +40.5% | +3.8% | +36.7% | +32.5% |
| 3Y | +86.2% | -24.3% | +110.5% | +85.5% |
| 5Y | +45.5% | -50.2% | +95.7% | +55.5% |
| 10Y | +128.6% | +5.4% | +123.3% | +71.3% |
| All | +854.3% | +641.1% | +213.2% | +209.3% |
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