+248.8%
XLF vs KMX
+11.6%
+237.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.7% | +0.3% |
| 7D | -1.5% | -3.1% | +1.6% | -0.6% |
| 30D | -1.2% | +4.4% | -5.6% | -2.4% |
| 3M | +9.2% | +18.9% | -9.7% | +3.2% |
| 6M | +16.3% | +44.3% | -28.0% | +2.9% |
| YTD | +5.4% | +58.7% | -53.3% | -9.9% |
| 1Y | +7.6% | +0.1% | +7.5% | +3.3% |
| 3Y | +74.2% | -24.4% | +98.6% | +76.1% |
| 5Y | +66.1% | -54.4% | +120.6% | +90.1% |
| All | +248.8% | +11.6% | +237.2% | +171.5% |
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