+125.6%
EMB vs KMX
+160.0%
-34.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | -0.9% | +3.4% | -4.3% | -1.1% |
| 30D | +0.4% | +6.8% | -6.5% | -0.1% |
| 3M | -3.1% | -11.4% | +8.3% | -2.5% |
| 6M | -2.1% | +43.6% | -45.6% | -4.7% |
| YTD | -1.1% | +37.7% | -38.8% | -3.8% |
| 1Y | -0.1% | +53.0% | -53.0% | -3.6% |
| 3Y | +29.6% | -16.3% | +45.9% | +28.8% |
| 5Y | +7.2% | -64.2% | +71.4% | +11.0% |
| 10Y | +35.5% | -2.8% | +38.3% | +30.5% |
| All | +125.6% | +160.0% | -34.4% | +101.5% |
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 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