+311.3%
KMX vs EFV
+256.4%
+55.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -3.7% |
| 7D | -0.7% | +1.0% | -1.7% | -1.6% |
| 30D | +4.1% | +0.2% | +3.9% | +4.0% |
| 3M | +27.5% | +9.6% | +17.9% | +17.2% |
| 6M | +43.6% | +14.0% | +29.5% | +26.9% |
| YTD | +56.8% | +18.5% | +38.3% | +33.6% |
| 1Y | -1.3% | +27.9% | -29.2% | -21.5% |
| 3Y | -25.4% | +92.4% | -117.8% | -59.3% |
| 5Y | -53.9% | +97.2% | -151.1% | -75.3% |
| 10Y | +0.7% | +163.0% | -162.3% | -57.6% |
| All | +311.3% | +256.4% | +55.0% | +54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling