+47.9%
EXPE vs KMX
-65.0%
+112.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.3% |
| 7D | -4.2% | 0.0% | -4.2% | -4.2% |
| 30D | -4.5% | +3.5% | -8.0% | -5.3% |
| 3M | -19.7% | -10.4% | -9.3% | -16.6% |
| 6M | +18.3% | +37.6% | -19.3% | +4.8% |
| YTD | -7.3% | +36.1% | -43.4% | -19.4% |
| 1Y | -3.9% | +52.8% | -56.7% | -19.9% |
| 3Y | +123.0% | -17.0% | +140.0% | +121.3% |
| 5Y | +47.9% | -64.7% | +112.6% | +106.2% |
| All | +47.9% | -65.0% | +112.9% | +106.2% |
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 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