+1,203.5%
EFX vs KMX
+450.6%
+752.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.3% | +1.2% | -2.3% |
| 7D | -7.8% | -0.7% | -7.1% | -7.7% |
| 30D | -5.7% | +4.1% | -9.8% | -6.5% |
| 3M | +2.5% | +27.5% | -25.0% | -2.5% |
| 6M | -16.7% | +43.6% | -60.2% | -22.9% |
| YTD | -20.2% | +56.8% | -76.9% | -27.6% |
| 1Y | -31.4% | -1.3% | -30.1% | -33.0% |
| 3Y | -10.5% | -25.4% | +14.9% | -9.1% |
| 5Y | -35.2% | -53.9% | +18.7% | -29.9% |
| 10Y | +40.2% | +0.7% | +39.5% | +29.3% |
| All | +1,203.5% | +450.6% | +752.9% | +795.3% |
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