+73.0%
XLF vs KMX
-26.1%
+99.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -2.9% | -3.4% | +0.5% | -2.4% |
| 30D | -1.6% | +4.0% | -5.6% | -2.2% |
| 3M | +9.3% | +24.8% | -15.5% | +5.1% |
| 6M | +14.6% | +43.6% | -29.0% | +6.9% |
| YTD | +4.7% | +56.6% | -51.9% | -4.1% |
| 1Y | +8.6% | +2.2% | +6.4% | +7.0% |
| All | +73.0% | -26.1% | +99.1% | +74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling