+238.8%
EQX vs KMX
-0.9%
+239.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.5% |
| 7D | -3.2% | -3.1% | -0.1% | -2.9% |
| 30D | +7.8% | +4.4% | +3.3% | +7.3% |
| 3M | +21.3% | +18.9% | +2.4% | +19.2% |
| 6M | -22.4% | +44.3% | -66.7% | -25.6% |
| YTD | -11.3% | +58.7% | -70.0% | -15.8% |
| 1Y | +13.5% | +0.1% | +13.4% | +12.3% |
| 3Y | +162.1% | -24.4% | +186.6% | +163.8% |
| 5Y | +84.2% | -54.4% | +138.6% | +88.5% |
| All | +238.8% | -0.9% | +239.8% | +265.3% |
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 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