+90.5%
ESI vs KMX
-26.0%
+116.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +1.8% |
| 7D | +5.4% | -0.7% | +6.1% | +5.6% |
| 30D | -4.2% | +4.1% | -8.3% | -5.5% |
| 3M | -9.6% | +27.5% | -37.1% | -16.8% |
| 6M | +18.3% | +43.6% | -25.2% | +3.7% |
| YTD | +45.8% | +56.8% | -10.9% | +23.4% |
| 1Y | +39.2% | -1.3% | +40.5% | +36.1% |
| All | +90.5% | -26.0% | +116.5% | +88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling