+387.6%
EFA vs KMX
+689.7%
-302.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.0% |
| 7D | -0.5% | -1.9% | +1.4% | -0.1% |
| 30D | -1.3% | +2.6% | -3.9% | -2.0% |
| 3M | +5.2% | +25.6% | -20.4% | -0.8% |
| 6M | +9.4% | +41.9% | -32.5% | -0.6% |
| YTD | +12.7% | +56.0% | -43.3% | -0.4% |
| 1Y | +19.3% | -1.8% | +21.0% | +15.4% |
| 3Y | +66.3% | -25.7% | +92.1% | +66.9% |
| 5Y | +53.4% | -54.7% | +108.1% | +66.2% |
| 10Y | +144.4% | +9.2% | +135.3% | +99.9% |
| All | +387.6% | +689.7% | -302.1% | +113.1% |
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