-40.9%
XE vs KMX
+55.9%
-96.8%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.5% | -9.4% | -9.9% |
| 7D | -4.6% | -1.9% | -2.8% | -5.0% |
| 30D | -16.4% | +2.6% | -18.9% | -16.2% |
| 3M | -15.5% | +25.6% | -41.1% | -12.7% |
| All | -40.9% | +55.9% | -96.8% | -42.5% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling