+2.7%
EXE vs KMX
-0.2%
+2.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | -2.2% | -3.4% | +1.2% | -2.3% |
| 30D | -0.8% | +4.0% | -4.8% | -0.7% |
| 3M | +10.0% | +24.8% | -14.7% | +10.8% |
| 6M | -6.3% | +43.6% | -49.9% | -5.0% |
| YTD | -10.7% | +56.6% | -67.3% | -9.6% |
| 1Y | +2.7% | +2.2% | +0.4% | +2.2% |
| All | +2.7% | -0.2% | +2.9% | +2.2% |
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