+178.5%
EXE vs KMX
-49.6%
+228.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.3% |
| 7D | -0.3% | +1.9% | -2.2% | -0.5% |
| 30D | +8.5% | +11.7% | -3.2% | +7.0% |
| 3M | +5.5% | +34.9% | -29.4% | +1.4% |
| 6M | -5.9% | +50.3% | -56.2% | -11.1% |
| YTD | -9.7% | +63.8% | -73.5% | -16.2% |
| 1Y | +3.6% | +3.8% | -0.3% | +2.0% |
| 3Y | +18.0% | -24.3% | +42.3% | +20.3% |
| 5Y | +109.4% | -50.2% | +159.6% | +113.7% |
| All | +178.5% | -49.6% | +228.1% | +180.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling