-45.8%
XE vs KMX
+56.5%
-102.3%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +0.4% | -8.6% | -8.2% |
| 7D | -11.4% | -3.4% | -8.0% | -11.9% |
| 30D | -23.0% | +4.0% | -27.0% | -22.7% |
| 3M | -12.1% | +24.8% | -36.9% | -9.1% |
| All | -45.8% | +56.5% | -102.3% | -47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling