+72.2%
EQX vs KMX
-54.8%
+127.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +18.9% |
| 6M | -22.4% | +44.3% | -66.7% | -26.0% |
| YTD | -11.3% | +58.7% | -70.0% | -16.3% |
| 1Y | +13.5% | +0.1% | +13.4% | +12.5% |
| 3Y | +162.1% | -24.4% | +186.6% | +165.3% |
| All | +72.2% | -54.8% | +127.0% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling