+1,024.7%
XLE vs KMX
+2,878.4%
-1,853.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.1% |
| 7D | +2.2% | +1.9% | +0.3% | +1.8% |
| 30D | +11.8% | +11.7% | +0.1% | +9.5% |
| 3M | +9.8% | +34.9% | -25.1% | +3.4% |
| 6M | +15.6% | +50.3% | -34.7% | +5.8% |
| YTD | +45.3% | +63.8% | -18.5% | +30.4% |
| 1Y | +48.3% | +3.8% | +44.5% | +42.6% |
| 3Y | +55.4% | -24.3% | +79.7% | +55.5% |
| 5Y | +216.1% | -50.2% | +266.3% | +229.8% |
| 10Y | +178.4% | +5.4% | +173.0% | +149.1% |
| All | +1,024.7% | +2,878.4% | -1,853.6% | +595.0% |
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