+17.0%
IEFA vs KMX
+35.0%
-18.0%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.3% | -0.8% | +2.2% |
| 7D | +1.9% | +2.1% | -0.2% | +1.7% |
| 30D | +1.4% | +0.5% | +0.9% | +1.3% |
| 3M | -1.4% | -4.1% | +2.7% | -1.2% |
| 6M | +6.3% | +49.5% | -43.2% | +2.6% |
| YTD | +11.9% | +42.7% | -30.8% | +8.1% |
| 1Y | +17.0% | +35.3% | -18.3% | +13.1% |
| All | +17.0% | +35.0% | -18.0% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling