+84.2%
ES vs KMX
+0.4%
+83.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +1.2% |
| 7D | +1.4% | -0.7% | +2.1% | +1.5% |
| 30D | -1.2% | +4.1% | -5.3% | -1.8% |
| 3M | +5.0% | +27.5% | -22.5% | +1.2% |
| 6M | -2.8% | +43.6% | -46.4% | -8.4% |
| YTD | +8.6% | +56.8% | -48.2% | +0.6% |
| 1Y | +18.9% | -1.3% | +20.3% | +16.9% |
| 3Y | +32.1% | -25.4% | +57.5% | +33.0% |
| 5Y | -5.1% | -53.9% | +48.8% | 0.0% |
| 10Y | +84.2% | +0.7% | +83.5% | +71.2% |
| All | +84.2% | +0.4% | +83.7% | +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 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