+56.8%
EXPD vs KMX
+5.0%
+51.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.8% |
| 7D | -1.1% | +1.9% | -3.0% | -1.4% |
| 30D | +4.1% | +11.7% | -7.6% | +2.7% |
| 3M | +17.9% | +34.9% | -17.0% | +13.3% |
| 6M | +29.2% | +50.3% | -21.0% | +21.5% |
| YTD | +27.4% | +63.8% | -36.4% | +19.9% |
| 1Y | +56.8% | +3.8% | +53.0% | +49.2% |
| All | +56.8% | +5.0% | +51.8% | +49.2% |
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