+153.5%
EXPE vs KMX
-25.6%
+179.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -4.3% | -3.6% | -6.7% |
| 7D | -9.8% | -0.7% | -9.1% | -9.5% |
| 30D | -11.5% | +4.1% | -15.6% | -12.4% |
| 3M | +21.7% | +27.5% | -5.8% | +13.1% |
| 6M | +10.4% | +43.6% | -33.2% | -2.3% |
| YTD | -2.5% | +56.8% | -59.3% | -16.6% |
| 1Y | +27.3% | -1.3% | +28.7% | +24.5% |
| 3Y | +153.5% | -25.4% | +178.9% | +147.3% |
| All | +153.5% | -25.6% | +179.1% | +147.3% |
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