+65.4%
IEFA vs KMX
-25.1%
+90.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.8% |
| 7D | -1.6% | -3.1% | +1.5% | -1.2% |
| 30D | -1.5% | +4.4% | -5.9% | -2.1% |
| 3M | +3.4% | +18.9% | -15.5% | +0.9% |
| 6M | +9.5% | +44.3% | -34.8% | +3.5% |
| YTD | +13.0% | +58.7% | -45.7% | +5.2% |
| 1Y | +18.0% | +0.1% | +17.9% | +16.9% |
| 3Y | +65.4% | -24.4% | +89.8% | +63.2% |
| All | +65.4% | -25.1% | +90.5% | +63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling