+162.1%
XLB vs KMX
+9.7%
+152.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -2.9% | -1.9% | -1.1% | -2.5% |
| 30D | -3.4% | +2.6% | -5.9% | -4.1% |
| 3M | +1.6% | +25.6% | -24.0% | -4.9% |
| 6M | +3.6% | +41.9% | -38.2% | -7.0% |
| YTD | +14.2% | +56.0% | -41.8% | -0.7% |
| 1Y | +15.6% | -1.8% | +17.4% | +11.9% |
| 3Y | +33.1% | -25.7% | +58.8% | +35.4% |
| 5Y | +35.0% | -54.7% | +89.8% | +52.3% |
| All | +162.1% | +9.7% | +152.3% | +116.3% |
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 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