+552.8%
XLP vs KMX
+2,322.6%
-1,769.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.1% |
| 7D | +0.7% | -7.4% | +8.1% | +1.4% |
| 30D | +10.3% | -3.4% | +13.6% | +10.5% |
| 3M | +6.5% | -11.3% | +17.9% | +7.5% |
| 6M | +8.4% | +30.6% | -22.2% | +5.4% |
| YTD | +18.2% | +33.2% | -15.0% | +14.2% |
| 1Y | +22.4% | +66.7% | -44.3% | +15.8% |
| 3Y | +41.9% | -22.1% | +64.0% | +41.5% |
| 5Y | +40.9% | -66.7% | +107.6% | +49.0% |
| 10Y | +128.4% | +1.9% | +126.4% | +115.2% |
| All | +552.8% | +2,322.6% | -1,769.8% | +437.2% |
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