+32.5%
XLB vs KMX
-26.3%
+58.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -2.9% | -1.9% | -1.1% | -2.6% |
| 30D | -3.4% | +2.6% | -5.9% | -3.8% |
| 3M | +1.6% | +25.6% | -24.0% | -2.9% |
| 6M | +3.6% | +41.9% | -38.2% | -3.9% |
| YTD | +14.2% | +56.0% | -41.8% | +3.5% |
| 1Y | +15.6% | -1.8% | +17.4% | +14.6% |
| All | +32.5% | -26.3% | +58.9% | +32.4% |
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