+143.7%
XLC vs KMX
-14.8%
+158.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.7% |
| 7D | +0.5% | -3.1% | +3.6% | +1.2% |
| 30D | +2.1% | +4.4% | -2.3% | +1.0% |
| 3M | +0.7% | +18.9% | -18.2% | -3.8% |
| 6M | -3.2% | +44.3% | -47.5% | -12.5% |
| YTD | -3.8% | +58.7% | -62.5% | -15.7% |
| 1Y | -2.0% | +0.1% | -2.1% | -5.2% |
| 3Y | +71.4% | -24.4% | +95.8% | +73.1% |
| 5Y | +40.7% | -54.4% | +95.1% | +57.0% |
| All | +143.7% | -14.8% | +158.5% | +114.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling