+153.4%
EXE vs KMX
-57.6%
+211.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.7% |
| 7D | +5.3% | +3.4% | +1.9% | +4.9% |
| 30D | -2.2% | +6.8% | -9.0% | -3.1% |
| 3M | -5.9% | -11.4% | +5.5% | -4.8% |
| 6M | -5.7% | +43.6% | -49.3% | -10.5% |
| YTD | -17.8% | +37.7% | -55.6% | -22.4% |
| 1Y | -23.1% | +53.0% | -76.1% | -28.6% |
| 3Y | +21.2% | -16.3% | +37.5% | +20.4% |
| 5Y | +78.8% | -64.2% | +143.0% | +86.5% |
| All | +153.4% | -57.6% | +211.1% | +159.3% |
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