+233.4%
EQX vs KMX
-2.2%
+235.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.4% | -5.4% | -5.1% |
| 7D | -7.0% | -3.4% | -3.6% | -6.7% |
| 30D | +4.8% | +4.0% | +0.8% | +4.5% |
| 3M | +25.6% | +24.8% | +0.9% | +22.8% |
| 6M | -25.8% | +43.6% | -69.5% | -28.9% |
| YTD | -12.7% | +56.6% | -69.4% | -17.0% |
| 1Y | +14.1% | +2.2% | +11.8% | +12.5% |
| 3Y | +165.7% | -25.4% | +191.2% | +167.8% |
| 5Y | +81.2% | -55.0% | +136.2% | +85.7% |
| All | +233.4% | -2.2% | +235.6% | +259.9% |
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