+0.1%
KMX vs EFV
+27.7%
-27.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.3% |
| 7D | -3.1% | -0.8% | -2.3% | -2.3% |
| 30D | +4.4% | +0.6% | +3.8% | +3.9% |
| 3M | +18.9% | +7.5% | +11.4% | +10.9% |
| 6M | +44.3% | +13.0% | +31.3% | +28.0% |
| YTD | +58.7% | +18.3% | +40.4% | +27.9% |
| 1Y | +0.1% | +26.7% | -26.6% | -29.4% |
| All | +0.1% | +27.7% | -27.5% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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