+60.2%
EMR vs KMX
-26.0%
+86.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | +0.7% |
| 7D | +3.1% | -0.7% | +3.8% | +3.2% |
| 30D | -3.5% | +4.1% | -7.6% | -4.7% |
| 3M | +9.8% | +27.5% | -17.7% | +2.1% |
| 6M | +10.8% | +43.6% | -32.8% | -1.2% |
| YTD | +15.9% | +56.8% | -40.8% | +0.9% |
| 1Y | +16.4% | -1.3% | +17.8% | +14.1% |
| All | +60.2% | -26.0% | +86.2% | +61.7% |
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