+263.6%
EMR vs KMX
+10.2%
+253.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -1.2% | -3.4% | +2.2% | -0.2% |
| 30D | -9.4% | +4.0% | -13.5% | -10.7% |
| 3M | +8.6% | +24.8% | -16.2% | +0.3% |
| 6M | +6.7% | +43.6% | -36.9% | -6.7% |
| YTD | +13.1% | +56.6% | -43.6% | -4.2% |
| 1Y | +12.7% | +2.2% | +10.5% | +7.2% |
| 3Y | +58.1% | -25.4% | +83.5% | +62.1% |
| 5Y | +63.6% | -55.0% | +118.7% | +90.9% |
| All | +263.6% | +10.2% | +253.5% | +192.1% |
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 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