+225.7%
XLE vs KMX
-52.4%
+278.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.4% | +1.6% |
| 7D | 0.0% | -0.7% | +0.7% | +0.1% |
| 30D | +12.6% | +4.1% | +8.5% | +12.0% |
| 3M | +11.8% | +27.5% | -15.7% | +8.1% |
| 6M | +16.1% | +43.6% | -27.5% | +9.9% |
| YTD | +46.9% | +56.8% | -9.9% | +37.0% |
| 1Y | +53.3% | -1.3% | +54.6% | +51.7% |
| 3Y | +54.9% | -25.4% | +80.3% | +58.1% |
| 5Y | +225.7% | -53.9% | +279.6% | +246.6% |
| All | +225.7% | -52.4% | +278.1% | +246.6% |
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