+196.7%
EXC vs KMX
-2.3%
+199.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.1% | +1.2% |
| 7D | +1.4% | +3.4% | -2.0% | +0.8% |
| 30D | +8.6% | +6.8% | +1.7% | +7.3% |
| 3M | +2.4% | -11.4% | +13.8% | +4.0% |
| 6M | +6.5% | +43.6% | -37.1% | -0.4% |
| YTD | +9.0% | +37.7% | -28.7% | +1.2% |
| 1Y | +4.6% | +53.0% | -48.4% | -5.0% |
| 3Y | +33.5% | -16.3% | +49.8% | +29.8% |
| 5Y | +41.4% | -64.2% | +105.6% | +62.7% |
| All | +196.7% | -2.3% | +199.0% | +168.1% |
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