+209.4%
IEFA vs KMX
+82.5%
+127.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -2.4% | -3.4% | +1.0% | -1.7% |
| 30D | -2.1% | +4.0% | -6.1% | -3.0% |
| 3M | +5.5% | +24.8% | -19.2% | +0.2% |
| 6M | +8.1% | +43.6% | -35.5% | -1.0% |
| YTD | +11.9% | +56.6% | -44.7% | 0.0% |
| 1Y | +18.1% | +2.2% | +15.8% | +14.0% |
| 3Y | +65.5% | -25.4% | +90.9% | +66.8% |
| 5Y | +50.1% | -55.0% | +105.1% | +64.1% |
| 10Y | +144.2% | +9.6% | +134.7% | +101.4% |
| All | +209.4% | +82.5% | +127.0% | +118.1% |
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 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