+41.5%
ESI vs KMX
+5.0%
+36.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.7% |
| 7D | +3.3% | +1.9% | +1.4% | +3.0% |
| 30D | -5.9% | +11.7% | -17.5% | -7.9% |
| 3M | -14.1% | +34.9% | -49.0% | -19.5% |
| 6M | +6.6% | +50.3% | -43.7% | -3.3% |
| YTD | +45.0% | +63.8% | -18.8% | +29.3% |
| 1Y | +41.5% | +3.8% | +37.6% | +34.4% |
| All | +41.5% | +5.0% | +36.5% | +34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling