+224.6%
ESI vs KMX
+29.5%
+195.1%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.5% |
| 7D | +3.3% | +1.9% | +1.4% | +2.5% |
| 30D | -5.9% | +11.7% | -17.5% | -10.2% |
| 3M | -14.1% | +34.9% | -49.0% | -24.9% |
| 6M | +6.6% | +50.3% | -43.7% | -12.4% |
| YTD | +45.0% | +63.8% | -18.8% | +14.1% |
| 1Y | +41.5% | +3.8% | +37.6% | +31.2% |
| 3Y | +78.8% | -24.3% | +103.0% | +83.1% |
| 5Y | +70.9% | -50.2% | +121.1% | +99.1% |
| 10Y | +317.1% | +5.4% | +311.7% | +198.1% |
| All | +224.6% | +29.5% | +195.1% | +114.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling