+34.1%
XLP vs KMX
-50.1%
+84.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.9% |
| 7D | -1.0% | +1.9% | -2.9% | -1.2% |
| 30D | -0.9% | +11.7% | -12.6% | -1.9% |
| 3M | +3.8% | +34.9% | -31.1% | +0.8% |
| 6M | -1.7% | +50.3% | -52.0% | -5.9% |
| YTD | +10.3% | +63.8% | -53.5% | +4.3% |
| 1Y | +7.8% | +3.8% | +4.0% | +6.3% |
| 3Y | +27.2% | -24.3% | +51.5% | +28.0% |
| All | +34.1% | -50.1% | +84.1% | +37.8% |
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 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