-55.0%
KMX vs EFV
+94.1%
-149.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.7% |
| 7D | -3.4% | -2.0% | -1.4% | -1.3% |
| 30D | +4.0% | -0.2% | +4.2% | +4.3% |
| 3M | +24.8% | +9.1% | +15.7% | +13.9% |
| 6M | +43.6% | +11.7% | +31.9% | +27.5% |
| YTD | +56.6% | +17.0% | +39.6% | +31.8% |
| 1Y | +2.2% | +26.7% | -24.5% | -20.9% |
| 3Y | -25.4% | +90.2% | -115.6% | -63.2% |
| 5Y | -55.0% | +96.1% | -151.1% | -79.5% |
| All | -55.0% | +94.1% | -149.1% | -79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling