+21,811.2%
EME vs KMX
+450.6%
+21,360.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.3% | +6.8% | +3.4% |
| 7D | +5.2% | -0.7% | +5.9% | +5.3% |
| 30D | -5.4% | +4.1% | -9.5% | -6.3% |
| 3M | -6.1% | +27.5% | -33.6% | -11.3% |
| 6M | +9.7% | +43.6% | -33.9% | +0.4% |
| YTD | +26.6% | +56.8% | -30.2% | +13.2% |
| 1Y | +24.6% | -1.3% | +26.0% | +20.8% |
| 3Y | +249.6% | -25.4% | +275.0% | +252.2% |
| 5Y | +556.6% | -53.9% | +610.5% | +606.5% |
| 10Y | +1,286.6% | +0.7% | +1,286.0% | +1,148.3% |
| All | +21,811.2% | +450.6% | +21,360.6% | +14,635.8% |
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