+295.3%
ESI vs KMX
+10.2%
+285.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.4% | -4.9% | -4.6% |
| 7D | -2.3% | -3.4% | +1.1% | -1.1% |
| 30D | -9.0% | +4.0% | -13.1% | -10.5% |
| 3M | -13.3% | +24.8% | -38.0% | -21.1% |
| 6M | +5.3% | +43.6% | -38.3% | -10.6% |
| YTD | +37.6% | +56.6% | -19.0% | +12.2% |
| 1Y | +33.6% | +2.2% | +31.4% | +25.5% |
| 3Y | +75.8% | -25.4% | +101.2% | +81.3% |
| 5Y | +68.6% | -55.0% | +123.6% | +103.5% |
| All | +295.3% | +10.2% | +285.2% | +220.0% |
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