+142.5%
XLC vs KMX
-12.1%
+154.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.4% |
| 7D | -0.8% | +1.9% | -2.7% | -1.3% |
| 30D | +1.0% | +11.7% | -10.6% | -1.6% |
| 3M | -0.7% | +34.9% | -35.6% | -7.9% |
| 6M | -5.1% | +50.3% | -55.4% | -15.1% |
| YTD | -4.3% | +63.8% | -68.1% | -16.8% |
| 1Y | -0.6% | +3.8% | -4.4% | -4.6% |
| 3Y | +72.7% | -24.3% | +97.0% | +74.7% |
| 5Y | +38.0% | -50.2% | +88.2% | +50.4% |
| All | +142.5% | -12.1% | +154.6% | +111.8% |
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