+71.5%
EXPD vs KMX
-22.6%
+94.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.1% | -1.9% |
| 7D | -7.2% | -7.4% | +0.2% | -5.9% |
| 30D | -3.3% | -3.4% | +0.1% | -2.8% |
| 3M | +3.4% | -11.3% | +14.7% | +5.4% |
| 6M | +22.7% | +30.6% | -7.9% | +15.5% |
| YTD | +24.5% | +33.2% | -8.7% | +16.0% |
| 1Y | +38.6% | +66.7% | -28.1% | +23.2% |
| 3Y | +71.5% | -22.1% | +93.6% | +76.5% |
| All | +71.5% | -22.6% | +94.1% | +76.5% |
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