+80.4%
XLI vs KMX
-54.8%
+135.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -2.3% | -3.4% | +1.1% | -1.7% |
| 30D | -8.2% | +4.0% | -12.2% | -8.9% |
| 3M | +0.8% | +24.8% | -24.0% | -4.0% |
| 6M | +0.8% | +43.6% | -42.8% | -7.2% |
| YTD | +10.5% | +56.6% | -46.1% | -0.6% |
| 1Y | +14.1% | +2.2% | +11.9% | +11.0% |
| 3Y | +68.6% | -25.4% | +94.0% | +72.1% |
| 5Y | +80.4% | -55.0% | +135.4% | +99.5% |
| All | +80.4% | -54.8% | +135.2% | +99.5% |
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 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