+8,353.3%
EXPD vs KMX
+368.0%
+7,985.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.1% | -1.8% |
| 7D | -7.2% | -7.4% | +0.2% | -5.8% |
| 30D | -3.3% | -3.4% | +0.1% | -2.8% |
| 3M | +3.4% | -11.3% | +14.7% | +5.5% |
| 6M | +22.7% | +30.6% | -7.9% | +15.1% |
| YTD | +24.5% | +33.2% | -8.7% | +15.6% |
| 1Y | +38.6% | +66.7% | -28.1% | +22.7% |
| 3Y | +71.5% | -22.1% | +93.6% | +71.6% |
| 5Y | +56.2% | -66.7% | +123.0% | +79.6% |
| 10Y | +310.5% | +1.9% | +308.5% | +262.6% |
| All | +8,353.3% | +368.0% | +7,985.3% | +3,859.6% |
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