+39.7%
EFX vs KMX
+11.6%
+28.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.8% | +0.2% |
| 7D | -4.5% | -3.1% | -1.4% | -3.6% |
| 30D | -6.1% | +4.4% | -10.5% | -7.3% |
| 3M | +6.2% | +18.9% | -12.7% | +0.1% |
| 6M | -11.2% | +44.3% | -55.5% | -22.1% |
| YTD | -21.4% | +58.7% | -80.1% | -33.5% |
| 1Y | -34.3% | +0.1% | -34.4% | -37.0% |
| 3Y | -12.5% | -24.4% | +11.9% | -10.6% |
| 5Y | -35.6% | -54.4% | +18.9% | -26.8% |
| All | +39.7% | +11.6% | +28.1% | +27.2% |
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