+570.7%
EME vs KMX
-54.8%
+625.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +4.1% |
| 7D | +3.5% | -3.1% | +6.6% | +4.1% |
| 30D | -6.3% | +4.4% | -10.8% | -7.3% |
| 3M | -3.8% | +18.9% | -22.7% | -7.6% |
| 6M | +8.5% | +44.3% | -35.8% | -0.6% |
| YTD | +27.8% | +58.7% | -30.9% | +14.1% |
| 1Y | +22.2% | +0.1% | +22.1% | +19.3% |
| 3Y | +253.5% | -24.4% | +277.9% | +260.4% |
| All | +570.7% | -54.8% | +625.4% | +659.1% |
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