+103.3%
EMR vs KMX
-14.8%
+118.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.3% |
| 7D | +2.8% | +3.4% | -0.5% | +2.0% |
| 30D | +3.7% | +6.8% | -3.2% | +1.7% |
| 3M | +2.0% | -11.4% | +13.4% | +4.8% |
| 6M | +22.1% | +43.6% | -21.5% | +8.8% |
| YTD | +27.2% | +37.7% | -10.5% | +13.8% |
| 1Y | +32.0% | +53.0% | -21.0% | +14.6% |
| 3Y | +103.3% | -16.3% | +119.6% | +109.3% |
| All | +103.3% | -14.8% | +118.0% | +109.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling