+148.7%
XLK vs KMX
-54.8%
+203.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.0% |
| 7D | +0.2% | -3.1% | +3.3% | +0.9% |
| 30D | -0.6% | +4.4% | -5.1% | -1.7% |
| 3M | +2.6% | +18.9% | -16.3% | -2.1% |
| 6M | +34.0% | +44.3% | -10.3% | +21.0% |
| YTD | +30.7% | +58.7% | -28.0% | +14.6% |
| 1Y | +39.2% | +0.1% | +39.1% | +35.4% |
| 3Y | +120.4% | -24.4% | +144.8% | +125.5% |
| All | +148.7% | -54.8% | +203.5% | +185.5% |
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