+22.6%
IEFA vs KMX
+5.0%
+17.6%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | +0.6% | +1.9% | -1.3% | +0.4% |
| 30D | +1.0% | +11.7% | -10.6% | +0.2% |
| 3M | +4.7% | +34.9% | -30.2% | +2.2% |
| 6M | +8.6% | +50.3% | -41.7% | +4.5% |
| YTD | +14.8% | +63.8% | -49.0% | +9.9% |
| 1Y | +22.6% | +3.8% | +18.8% | +20.3% |
| All | +22.6% | +5.0% | +17.6% | +20.3% |
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 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