+37.6%
XLC vs KMX
-54.2%
+91.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.5% |
| 7D | -1.4% | -1.9% | +0.4% | -1.1% |
| 30D | -0.9% | +2.6% | -3.5% | -1.5% |
| 3M | -0.3% | +25.6% | -25.9% | -5.4% |
| 6M | -5.2% | +41.9% | -47.0% | -13.1% |
| YTD | -5.3% | +56.0% | -61.3% | -15.7% |
| 1Y | -2.8% | -1.8% | -1.0% | -4.7% |
| 3Y | +71.2% | -25.7% | +96.9% | +75.3% |
| 5Y | +37.6% | -54.7% | +92.3% | +53.2% |
| All | +37.6% | -54.2% | +91.7% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling