+726.6%
EXPE vs KMX
+289.3%
+437.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.7% |
| 7D | -0.5% | +3.4% | -3.9% | -2.0% |
| 30D | -6.1% | +6.8% | -12.9% | -8.4% |
| 3M | -21.3% | -11.4% | -9.9% | -17.3% |
| 6M | +19.0% | +43.6% | -24.6% | +0.5% |
| YTD | -8.4% | +37.7% | -46.2% | -23.1% |
| 1Y | -2.8% | +53.0% | -55.8% | -22.1% |
| 3Y | +120.8% | -16.3% | +137.1% | +114.1% |
| 5Y | +46.2% | -64.2% | +110.4% | +94.4% |
| 10Y | +123.8% | -2.8% | +126.7% | +83.5% |
| All | +726.6% | +289.3% | +437.3% | +227.2% |
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 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