+821.1%
XLB vs KMX
+2,404.5%
-1,583.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.5% |
| 7D | +0.5% | +3.4% | -2.8% | -0.1% |
| 30D | +5.2% | +6.8% | -1.7% | +3.7% |
| 3M | +0.3% | -11.4% | +11.7% | +2.4% |
| 6M | +1.2% | +43.6% | -42.4% | -6.7% |
| YTD | +16.6% | +37.7% | -21.1% | +7.5% |
| 1Y | +21.4% | +53.0% | -31.5% | +9.4% |
| 3Y | +43.2% | -16.3% | +59.5% | +41.2% |
| 5Y | +28.0% | -64.2% | +92.3% | +44.5% |
| 10Y | +164.8% | -2.8% | +167.6% | +139.1% |
| All | +821.1% | +2,404.5% | -1,583.4% | +469.4% |
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 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