+215.2%
XLY vs KMX
+11.6%
+203.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.5% |
| 7D | -1.7% | -3.1% | +1.4% | -0.8% |
| 30D | -4.2% | +4.4% | -8.6% | -5.5% |
| 3M | -2.7% | +18.9% | -21.6% | -8.3% |
| 6M | -0.6% | +44.3% | -44.9% | -12.9% |
| YTD | -5.0% | +58.7% | -63.7% | -19.8% |
| 1Y | -4.1% | +0.1% | -4.2% | -8.2% |
| 3Y | +33.6% | -24.4% | +58.0% | +35.9% |
| 5Y | +28.7% | -54.4% | +83.1% | +48.2% |
| All | +215.2% | +11.6% | +203.6% | +165.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling