+1,542.5%
EXC vs KMX
+475.4%
+1,067.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.2% |
| 7D | +0.3% | +1.9% | -1.6% | +0.1% |
| 30D | -3.7% | +11.7% | -15.4% | -4.7% |
| 3M | -1.3% | +34.9% | -36.2% | -4.2% |
| 6M | -9.7% | +50.3% | -60.0% | -13.6% |
| YTD | +2.9% | +63.8% | -60.9% | -2.7% |
| 1Y | +4.4% | +3.8% | +0.5% | +2.4% |
| 3Y | +22.2% | -24.3% | +46.5% | +22.0% |
| 5Y | +46.7% | -50.2% | +96.9% | +49.8% |
| 10Y | +155.3% | +5.4% | +150.0% | +140.0% |
| All | +1,542.5% | +475.4% | +1,067.1% | +1,407.4% |
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