+29.7%
EMB vs KMX
+10.2%
+19.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -1.1% | -3.4% | +2.3% | -0.8% |
| 30D | -1.1% | +4.0% | -5.1% | -1.4% |
| 3M | -0.8% | +24.8% | -25.5% | -2.9% |
| 6M | -0.1% | +43.6% | -43.7% | -3.7% |
| YTD | +0.4% | +56.6% | -56.2% | -4.3% |
| 1Y | +3.3% | +2.2% | +1.0% | +1.9% |
| 3Y | +29.0% | -25.4% | +54.5% | +29.6% |
| 5Y | +6.3% | -55.0% | +61.3% | +10.1% |
| All | +29.7% | +10.2% | +19.5% | +26.5% |
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 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