+142.8%
EFA vs KMX
+11.6%
+131.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.7% |
| 7D | -1.5% | -3.1% | +1.6% | -0.9% |
| 30D | -1.7% | +4.4% | -6.1% | -2.6% |
| 3M | +3.5% | +18.9% | -15.4% | -0.5% |
| 6M | +9.5% | +44.3% | -34.8% | +0.5% |
| YTD | +12.9% | +58.7% | -45.8% | +1.1% |
| 1Y | +18.2% | +0.1% | +18.1% | +15.0% |
| 3Y | +64.8% | -24.4% | +89.3% | +66.0% |
| 5Y | +53.9% | -54.4% | +108.3% | +68.3% |
| All | +142.8% | +11.6% | +131.2% | +112.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling