+60.1%
EXPD vs KMX
-64.6%
+124.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.7% | -0.7% |
| 7D | +5.5% | +3.4% | +2.1% | +4.7% |
| 30D | -0.8% | +6.8% | -7.6% | -2.5% |
| 3M | +4.1% | -11.4% | +15.5% | +6.5% |
| 6M | +25.7% | +43.6% | -17.9% | +14.4% |
| YTD | +31.4% | +37.7% | -6.3% | +19.7% |
| 1Y | +42.2% | +53.0% | -10.8% | +26.1% |
| 3Y | +77.2% | -16.3% | +93.5% | +75.1% |
| All | +60.1% | -64.6% | +124.7% | +87.5% |
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 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