+164.7%
XLB vs KMX
-3.5%
+168.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.7% |
| 7D | 0.0% | 0.0% | +0.1% | 0.0% |
| 30D | +5.3% | +3.5% | +1.8% | +4.2% |
| 3M | 0.0% | -10.4% | +10.4% | +2.4% |
| 6M | +1.2% | +37.6% | -36.4% | -8.2% |
| YTD | +16.9% | +36.1% | -19.2% | +4.8% |
| 1Y | +20.9% | +52.8% | -31.9% | +4.7% |
| 3Y | +43.3% | -17.0% | +60.3% | +40.5% |
| 5Y | +28.3% | -64.7% | +93.0% | +56.3% |
| All | +164.7% | -3.5% | +168.2% | +123.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling