+12.7%
EMR vs KMX
-0.2%
+12.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -1.2% | -3.4% | +2.2% | -0.6% |
| 30D | -9.4% | +4.0% | -13.5% | -10.2% |
| 3M | +8.6% | +24.8% | -16.2% | +3.5% |
| 6M | +6.7% | +43.6% | -36.9% | -2.2% |
| YTD | +13.1% | +56.6% | -43.6% | +3.2% |
| 1Y | +12.7% | +2.2% | +10.5% | +7.4% |
| All | +12.7% | -0.2% | +12.9% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling