+508.9%
XLP vs KMX
+2,878.4%
-2,369.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.8% |
| YTD | +10.3% | +63.8% | -53.5% | +4.7% |
| 1Y | +7.8% | +3.8% | +4.0% | +5.9% |
| 3Y | +27.2% | -24.3% | +51.5% | +27.2% |
| 5Y | +32.5% | -50.2% | +82.8% | +35.2% |
| 10Y | +101.8% | +5.4% | +96.4% | +89.3% |
| All | +508.9% | +2,878.4% | -2,369.4% | +392.5% |
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 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