+5.1%
EXC vs KMX
-1.2%
+6.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | +0.3% | -1.9% | +2.2% | +0.3% |
| 30D | -0.9% | +2.6% | -3.4% | -0.8% |
| 3M | -2.7% | +25.6% | -28.3% | -1.8% |
| 6M | -9.4% | +41.9% | -51.2% | -8.0% |
| YTD | +3.0% | +56.0% | -53.0% | +4.2% |
| 1Y | +5.1% | -1.8% | +6.9% | +8.2% |
| All | +5.1% | -1.2% | +6.3% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling