+6.9%
EMB vs KMX
-54.2%
+61.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | 0.0% | -1.9% | +1.9% | +0.2% |
| 30D | -0.3% | +2.6% | -2.8% | -0.5% |
| 3M | -0.3% | +25.6% | -25.9% | -2.3% |
| 6M | +0.7% | +41.9% | -41.1% | -2.5% |
| YTD | +1.3% | +56.0% | -54.8% | -3.0% |
| 1Y | +4.7% | -1.8% | +6.5% | +4.0% |
| 3Y | +30.1% | -25.7% | +55.8% | +31.2% |
| 5Y | +6.9% | -54.7% | +61.6% | +9.6% |
| All | +6.9% | -54.2% | +61.0% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling