+1,111.5%
XLI vs KMX
+2,750.4%
-1,638.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +0.4% |
| 7D | +1.0% | -0.7% | +1.7% | +1.1% |
| 30D | -5.8% | +4.1% | -9.9% | -6.6% |
| 3M | +0.7% | +27.5% | -26.8% | -4.5% |
| 6M | +3.2% | +43.6% | -40.4% | -5.0% |
| YTD | +13.0% | +56.8% | -43.7% | +1.8% |
| 1Y | +16.8% | -1.3% | +18.1% | +13.5% |
| 3Y | +72.4% | -25.4% | +97.8% | +73.6% |
| 5Y | +82.8% | -53.9% | +136.7% | +96.0% |
| 10Y | +252.4% | +0.7% | +251.8% | +216.5% |
| All | +1,111.5% | +2,750.4% | -1,638.8% | +607.8% |
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