+101.4%
EXE vs KMX
-54.2%
+155.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -2.7% | -1.9% | -0.9% | -2.5% |
| 30D | -0.4% | +2.6% | -2.9% | -0.7% |
| 3M | +9.5% | +25.6% | -16.1% | +6.1% |
| 6M | -9.3% | +41.9% | -51.2% | -13.9% |
| YTD | -10.9% | +56.0% | -66.9% | -17.0% |
| 1Y | +4.3% | -1.8% | +6.1% | +3.4% |
| 3Y | +18.8% | -25.7% | +44.5% | +21.4% |
| 5Y | +101.4% | -54.7% | +156.2% | +111.0% |
| All | +101.4% | -54.2% | +155.6% | +111.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling