-25.6%
EFX vs KMX
+5.0%
-30.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.0% | -7.4% | -6.5% |
| 7D | -8.6% | +1.9% | -10.5% | -8.9% |
| 30D | +0.1% | +11.7% | -11.6% | -1.6% |
| 3M | +3.8% | +34.9% | -31.0% | -1.1% |
| 6M | -13.5% | +50.3% | -63.8% | -19.8% |
| YTD | -17.7% | +63.8% | -81.5% | -24.7% |
| 1Y | -25.6% | +3.8% | -29.4% | -27.8% |
| All | -25.6% | +5.0% | -30.6% | -27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling