+318.5%
ESI vs KMX
-2.3%
+320.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.2% |
| 7D | +5.5% | +3.4% | +2.1% | +4.3% |
| 30D | -7.8% | +6.8% | -14.6% | -10.5% |
| 3M | -15.0% | -11.4% | -3.6% | -12.1% |
| 6M | -24.9% | +43.6% | -68.5% | -36.2% |
| YTD | +33.2% | +37.7% | -4.5% | +13.0% |
| 1Y | +24.9% | +53.0% | -28.0% | +1.6% |
| 3Y | +77.8% | -16.3% | +94.1% | +73.8% |
| 5Y | +37.1% | -64.2% | +101.4% | +80.8% |
| All | +318.5% | -2.3% | +320.9% | +243.5% |
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