+1,477.5%
XLK vs KMX
+2,737.2%
-1,259.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +2.3% | -1.9% | +4.2% | +2.7% |
| 30D | +0.8% | +2.6% | -1.7% | +0.2% |
| 3M | +4.1% | +25.6% | -21.5% | -1.0% |
| 6M | +34.8% | +41.9% | -7.1% | +24.3% |
| YTD | +30.8% | +56.0% | -25.2% | +18.0% |
| 1Y | +42.4% | -1.8% | +44.1% | +38.5% |
| 3Y | +121.8% | -25.7% | +147.5% | +123.7% |
| 5Y | +146.6% | -54.7% | +201.4% | +166.9% |
| 10Y | +804.3% | +9.2% | +795.1% | +701.7% |
| All | +1,477.5% | +2,737.2% | -1,259.6% | +721.0% |
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