-48.9%
XE vs KMX
+58.6%
-107.4%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.3% | -7.1% | -5.5% |
| 7D | -15.7% | -3.1% | -12.6% | -16.1% |
| 30D | -26.6% | +4.4% | -31.1% | -26.3% |
| 3M | -20.3% | +18.9% | -39.2% | -16.9% |
| All | -48.9% | +58.6% | -107.4% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling