+31.0%
XLB vs KMX
-64.5%
+95.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -1.6% | -2.3% | +0.6% | -1.2% |
| 30D | +7.2% | +6.3% | +0.9% | +5.8% |
| 3M | 0.0% | -7.4% | +7.4% | +1.3% |
| 6M | +2.3% | +37.9% | -35.6% | -5.3% |
| YTD | +18.4% | +39.5% | -21.1% | +8.0% |
| 1Y | +23.3% | +57.9% | -34.5% | +9.3% |
| 3Y | +45.2% | -15.0% | +60.1% | +43.5% |
| 5Y | +31.0% | -64.1% | +95.1% | +53.8% |
| All | +31.0% | -64.5% | +95.4% | +53.8% |
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