+136.0%
XLC vs KMX
-26.1%
+162.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.2% | +0.8% |
| 7D | +3.7% | +3.4% | +0.3% | +2.9% |
| 30D | -1.9% | +6.8% | -8.7% | -3.7% |
| 3M | -3.1% | -11.4% | +8.3% | -0.8% |
| 6M | -6.4% | +43.6% | -49.9% | -15.1% |
| YTD | -6.8% | +37.7% | -44.6% | -16.0% |
| 1Y | -1.7% | +53.0% | -54.7% | -13.9% |
| 3Y | +64.7% | -16.3% | +81.0% | +60.5% |
| 5Y | +41.1% | -64.2% | +105.3% | +67.4% |
| All | +136.0% | -26.1% | +162.1% | +113.7% |
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