+89.2%
ES vs KMX
+6.5%
+82.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.2% |
| 7D | +0.9% | +1.5% | -0.7% | +0.6% |
| 30D | +5.9% | +3.0% | +2.9% | +5.4% |
| 3M | -1.0% | -7.8% | +6.8% | -0.2% |
| 6M | +7.2% | +34.3% | -27.2% | +2.1% |
| YTD | +7.0% | +40.2% | -33.3% | +0.4% |
| 1Y | +0.5% | +63.0% | -62.5% | -8.1% |
| 3Y | +48.7% | -14.5% | +63.1% | +46.0% |
| 5Y | +1.9% | -64.3% | +66.3% | +12.1% |
| 10Y | +89.2% | +2.8% | +86.4% | +75.1% |
| All | +89.2% | +6.5% | +82.7% | +75.1% |
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