+13.9%
IEMG vs KMX
+35.0%
-21.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | +0.6% |
| 7D | -3.1% | +2.1% | -5.2% | -3.3% |
| 30D | -10.3% | +0.5% | -10.8% | -10.4% |
| 3M | -6.6% | -4.1% | -2.5% | -6.3% |
| 6M | -3.9% | +49.5% | -53.4% | -7.7% |
| YTD | +12.4% | +42.7% | -30.3% | +7.9% |
| 1Y | +13.9% | +35.3% | -21.4% | +9.4% |
| All | +13.9% | +35.0% | -21.1% | +9.4% |
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