+31.8%
XHB vs KMX
-54.8%
+86.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.5% |
| 7D | -5.2% | -3.4% | -1.9% | -4.1% |
| 30D | -12.1% | +4.0% | -16.2% | -13.4% |
| 3M | -6.2% | +24.8% | -31.0% | -14.0% |
| 6M | -6.7% | +43.6% | -50.3% | -19.6% |
| YTD | -5.5% | +56.6% | -62.1% | -21.8% |
| 1Y | -15.6% | +2.2% | -17.9% | -19.8% |
| 3Y | +22.0% | -25.4% | +47.4% | +27.7% |
| 5Y | +31.8% | -55.0% | +86.8% | +58.2% |
| All | +31.8% | -54.8% | +86.7% | +58.2% |
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 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