+35.6%
XHB vs KMX
-14.8%
+50.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.3% |
| 7D | -0.2% | +3.4% | -3.6% | -1.3% |
| 30D | +9.9% | +6.8% | +3.1% | +7.7% |
| 3M | -6.3% | -11.4% | +5.1% | -3.0% |
| 6M | +3.8% | +43.6% | -39.7% | -8.7% |
| YTD | +0.1% | +37.7% | -37.6% | -12.5% |
| 1Y | -0.8% | +53.0% | -53.8% | -16.5% |
| 3Y | +35.6% | -16.3% | +51.9% | +38.4% |
| All | +35.6% | -14.8% | +50.4% | +38.4% |
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 · 6 months rolling