-12.5%
EFX vs KMX
-25.1%
+12.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.8% | +0.2% |
| 7D | -4.5% | -3.1% | -1.4% | -3.8% |
| 30D | -6.1% | +4.4% | -10.5% | -7.2% |
| 3M | +6.2% | +18.9% | -12.7% | +1.0% |
| 6M | -11.2% | +44.3% | -55.5% | -20.8% |
| YTD | -21.4% | +58.7% | -80.1% | -32.3% |
| 1Y | -34.3% | +0.1% | -34.4% | -35.4% |
| 3Y | -12.5% | -24.4% | +11.9% | -13.5% |
| All | -12.5% | -25.1% | +12.6% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling