+280.4%
EMR vs KMX
-2.3%
+282.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.4% |
| 7D | +2.8% | +3.4% | -0.5% | +1.8% |
| 30D | +3.7% | +6.8% | -3.2% | +1.3% |
| 3M | +2.0% | -11.4% | +13.4% | +5.3% |
| 6M | +22.1% | +43.6% | -21.5% | +6.8% |
| YTD | +27.2% | +37.7% | -10.5% | +11.6% |
| 1Y | +32.0% | +53.0% | -21.0% | +11.6% |
| 3Y | +103.3% | -16.3% | +119.6% | +99.8% |
| 5Y | +88.2% | -64.2% | +152.5% | +139.7% |
| All | +280.4% | -2.3% | +282.7% | +211.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling