+1,219.7%
EMR vs KMX
+475.4%
+744.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.5% |
| 7D | -1.5% | +1.9% | -3.4% | -1.9% |
| 30D | -5.6% | +11.7% | -17.3% | -7.7% |
| 3M | +7.9% | +34.9% | -27.0% | +1.3% |
| 6M | +6.0% | +50.3% | -44.2% | -3.1% |
| YTD | +16.4% | +63.8% | -47.3% | +4.5% |
| 1Y | +16.6% | +3.8% | +12.8% | +12.7% |
| 3Y | +62.9% | -24.3% | +87.1% | +65.0% |
| 5Y | +60.1% | -50.2% | +110.3% | +70.2% |
| 10Y | +268.7% | +5.4% | +263.4% | +235.7% |
| All | +1,219.7% | +475.4% | +744.4% | +788.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling