+131.7%
EMB vs KMX
+209.2%
-77.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | 0.0% |
| 7D | 0.0% | +1.9% | -1.9% | -0.1% |
| 30D | -0.3% | +11.7% | -12.0% | -1.0% |
| 3M | -0.4% | +34.9% | -35.3% | -2.5% |
| 6M | +0.1% | +50.3% | -50.1% | -2.9% |
| YTD | +1.6% | +63.8% | -62.2% | -2.2% |
| 1Y | +5.6% | +3.8% | +1.8% | +4.3% |
| 3Y | +29.8% | -24.3% | +54.1% | +29.9% |
| 5Y | +7.3% | -50.2% | +57.5% | +8.8% |
| 10Y | +30.4% | +5.4% | +25.1% | +24.8% |
| All | +131.7% | +209.2% | -77.5% | +104.8% |
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