+85.6%
ES vs KMX
+13.6%
+72.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.6% | -1.2% |
| 7D | -0.1% | -4.1% | +4.0% | +0.4% |
| 30D | +5.7% | +2.9% | +2.9% | +5.2% |
| 3M | -2.8% | -7.0% | +4.2% | -2.1% |
| 6M | +7.0% | +34.1% | -27.2% | +2.0% |
| YTD | +6.8% | +40.0% | -33.3% | +0.2% |
| 1Y | -0.5% | +67.2% | -67.7% | -9.2% |
| 3Y | +47.2% | -13.4% | +60.6% | +44.3% |
| 5Y | +2.3% | -65.1% | +67.3% | +12.8% |
| 10Y | +85.6% | +6.9% | +78.8% | +74.7% |
| All | +85.6% | +13.6% | +72.1% | +74.7% |
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