+855.0%
EXPE vs KMX
+363.0%
+492.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.1% |
| 7D | -9.5% | +1.9% | -11.4% | -10.2% |
| 30D | -6.6% | +11.7% | -18.3% | -10.9% |
| 3M | +31.4% | +34.9% | -3.5% | +14.4% |
| 6M | +35.2% | +50.3% | -15.1% | +10.4% |
| YTD | +5.8% | +63.8% | -58.0% | -17.4% |
| 1Y | +38.7% | +3.8% | +34.8% | +27.4% |
| 3Y | +175.8% | -24.3% | +200.1% | +178.7% |
| 5Y | +111.8% | -50.2% | +162.1% | +142.2% |
| 10Y | +179.7% | +5.4% | +174.3% | +120.1% |
| All | +855.0% | +363.0% | +492.0% | +251.6% |
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