+238.8%
EME vs KMX
-26.1%
+264.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +0.9% | -3.4% | +4.3% | +1.5% |
| 30D | -8.4% | +4.0% | -12.4% | -9.2% |
| 3M | -3.6% | +24.8% | -28.4% | -7.9% |
| 6M | +3.6% | +43.6% | -40.1% | -4.4% |
| YTD | +22.5% | +56.6% | -34.1% | +10.5% |
| 1Y | +18.2% | +2.2% | +15.9% | +16.0% |
| All | +238.8% | -26.1% | +264.9% | +243.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling