+32.0%
XEL vs KMX
-54.8%
+86.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | -0.3% | -3.1% | +2.8% | -0.1% |
| 30D | -3.9% | +4.4% | -8.4% | -4.3% |
| 3M | -2.8% | +18.9% | -21.7% | -4.2% |
| 6M | -5.4% | +44.3% | -49.7% | -8.3% |
| YTD | +3.8% | +58.7% | -54.9% | -0.5% |
| 1Y | +6.8% | +0.1% | +6.7% | +6.3% |
| 3Y | +45.6% | -24.4% | +70.0% | +46.5% |
| All | +32.0% | -54.8% | +86.8% | +33.0% |
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 · 6 months rolling