+200.1%
EXC vs KMX
+2.4%
+197.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.3% |
| 7D | -1.4% | -2.3% | +0.9% | -1.0% |
| 30D | +8.3% | +6.3% | +2.0% | +7.1% |
| 3M | +2.6% | -7.4% | +10.0% | +3.6% |
| 6M | +5.2% | +37.9% | -32.7% | -1.0% |
| YTD | +7.5% | +39.5% | -31.9% | -0.4% |
| 1Y | +3.2% | +57.9% | -54.7% | -6.8% |
| 3Y | +29.5% | -15.0% | +44.5% | +25.6% |
| 5Y | +39.7% | -64.1% | +103.8% | +60.9% |
| 10Y | +200.1% | -1.6% | +201.7% | +166.8% |
| All | +200.1% | +2.4% | +197.7% | +166.8% |
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