+835.0%
XLB vs KMX
+2,436.0%
-1,601.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.2% |
| 6M | +2.3% | +37.9% | -35.6% | -4.9% |
| YTD | +18.4% | +39.5% | -21.1% | +8.8% |
| 1Y | +23.3% | +57.9% | -34.5% | +10.4% |
| 3Y | +45.2% | -15.0% | +60.1% | +42.7% |
| 5Y | +31.0% | -64.1% | +95.1% | +47.7% |
| 10Y | +168.8% | -1.6% | +170.4% | +142.2% |
| All | +835.0% | +2,436.0% | -1,601.0% | +476.6% |
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