+820.5%
XLB vs KMX
+2,878.4%
-2,057.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.4% | -0.5% |
| 7D | -1.4% | +1.9% | -3.3% | -1.8% |
| 30D | -0.4% | +11.7% | -12.1% | -2.6% |
| 3M | +2.0% | +34.9% | -32.9% | -4.4% |
| 6M | +1.8% | +50.3% | -48.4% | -7.1% |
| YTD | +16.6% | +63.8% | -47.2% | +4.1% |
| 1Y | +16.9% | +3.8% | +13.1% | +12.6% |
| 3Y | +32.6% | -24.3% | +56.8% | +33.3% |
| 5Y | +35.6% | -50.2% | +85.9% | +43.4% |
| 10Y | +160.0% | +5.4% | +154.6% | +131.0% |
| All | +820.5% | +2,878.4% | -2,057.8% | +451.6% |
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