+175.5%
EXE vs KMX
-51.8%
+227.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -2.2% | -3.4% | +1.2% | -1.8% |
| 30D | -0.8% | +4.0% | -4.8% | -1.3% |
| 3M | +10.0% | +24.8% | -14.7% | +6.8% |
| 6M | -6.3% | +43.6% | -49.9% | -11.1% |
| YTD | -10.7% | +56.6% | -67.3% | -16.7% |
| 1Y | +2.7% | +2.2% | +0.4% | +1.1% |
| 3Y | +19.1% | -25.4% | +44.6% | +21.4% |
| 5Y | +105.4% | -55.0% | +160.4% | +111.4% |
| All | +175.5% | -51.8% | +227.3% | +178.4% |
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 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