+21.2%
EXE vs KMX
-14.8%
+36.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.8% |
| 7D | +5.3% | +3.4% | +1.9% | +5.1% |
| 30D | -2.2% | +6.8% | -9.0% | -2.7% |
| 3M | -5.9% | -11.4% | +5.5% | -5.3% |
| 6M | -5.7% | +43.6% | -49.3% | -8.7% |
| YTD | -17.8% | +37.7% | -55.6% | -20.8% |
| 1Y | -23.1% | +53.0% | -76.1% | -26.9% |
| 3Y | +21.2% | -16.3% | +37.5% | +20.0% |
| All | +21.2% | -14.8% | +36.0% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling