+106.4%
XLRE vs KMX
+2.0%
+104.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -2.7% | -3.4% | +0.7% | -2.0% |
| 30D | -2.3% | +4.0% | -6.4% | -3.2% |
| 3M | -3.5% | +24.8% | -28.3% | -8.7% |
| 6M | +1.9% | +43.6% | -41.8% | -7.4% |
| YTD | +8.3% | +56.6% | -48.3% | -4.1% |
| 1Y | +6.4% | +2.2% | +4.1% | +2.4% |
| 3Y | +30.2% | -25.4% | +55.7% | +31.8% |
| 5Y | +8.6% | -55.0% | +63.6% | +19.5% |
| 10Y | +87.4% | +9.6% | +77.8% | +59.0% |
| All | +106.4% | +2.0% | +104.4% | +74.8% |
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 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