+178.7%
XHB vs KMX
+320.5%
-141.8%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | -0.1% | +0.5% |
| 7D | -1.3% | +1.9% | -3.2% | -2.1% |
| 30D | -6.9% | +11.7% | -18.6% | -11.6% |
| 3M | -1.3% | +34.9% | -36.2% | -14.8% |
| 6M | -6.8% | +50.3% | -57.1% | -24.6% |
| YTD | +0.7% | +63.8% | -63.1% | -22.6% |
| 1Y | -11.2% | +3.8% | -15.1% | -18.9% |
| 3Y | +25.3% | -24.3% | +49.6% | +27.7% |
| 5Y | +37.3% | -50.2% | +87.5% | +60.2% |
| 10Y | +211.5% | +5.4% | +206.1% | +127.9% |
| All | +178.7% | +320.5% | -141.8% | -24.3% |
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 · 6 months rolling