+1,618.1%
EXC vs KMX
+391.9%
+1,226.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -0.4% |
| 7D | -1.7% | -4.1% | +2.4% | -1.4% |
| 30D | +9.3% | +2.9% | +6.5% | +9.0% |
| 3M | +1.0% | -7.0% | +8.0% | +1.6% |
| 6M | +5.9% | +34.1% | -28.2% | +2.6% |
| YTD | +7.6% | +40.0% | -32.4% | +3.1% |
| 1Y | +2.4% | +67.2% | -64.8% | -3.7% |
| 3Y | +30.2% | -13.4% | +43.7% | +28.2% |
| 5Y | +41.4% | -65.1% | +106.4% | +49.2% |
| 10Y | +183.8% | +6.9% | +176.9% | +167.0% |
| All | +1,618.1% | +391.9% | +1,226.2% | +1,497.8% |
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 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