+63.0%
XLC vs KMX
-15.8%
+78.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.5% | -0.6% |
| 7D | +3.1% | 0.0% | +3.1% | +3.1% |
| 30D | -4.2% | +3.5% | -7.7% | -4.8% |
| 3M | -2.1% | -10.4% | +8.3% | -1.0% |
| 6M | -6.6% | +37.6% | -44.2% | -10.9% |
| YTD | -7.8% | +36.1% | -43.9% | -12.9% |
| 1Y | -4.1% | +52.8% | -56.9% | -11.2% |
| All | +63.0% | -15.8% | +78.8% | +66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling