+181.3%
XLE vs KMX
+3.6%
+177.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +0.3% | -1.9% | +2.2% | +0.7% |
| 30D | +8.5% | +2.6% | +6.0% | +7.7% |
| 3M | +14.6% | +25.6% | -11.0% | +7.3% |
| 6M | +17.6% | +41.9% | -24.3% | +5.5% |
| YTD | +48.1% | +56.0% | -7.9% | +28.8% |
| 1Y | +53.8% | -1.8% | +55.6% | +48.7% |
| 3Y | +56.2% | -25.7% | +81.9% | +58.4% |
| 5Y | +227.7% | -54.7% | +282.5% | +271.9% |
| 10Y | +181.3% | +9.2% | +172.1% | +126.7% |
| All | +181.3% | +3.6% | +177.7% | +126.7% |
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