+1,106.7%
XLY vs KMX
+2,785.6%
-1,678.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.6% |
| 7D | -1.7% | -3.1% | +1.4% | -1.0% |
| 30D | -4.2% | +4.4% | -8.6% | -5.2% |
| 3M | -2.7% | +18.9% | -21.6% | -6.8% |
| 6M | -0.6% | +44.3% | -44.9% | -9.5% |
| YTD | -5.0% | +58.7% | -63.7% | -15.7% |
| 1Y | -4.1% | +0.1% | -4.2% | -7.3% |
| 3Y | +33.6% | -24.4% | +58.0% | +34.9% |
| 5Y | +28.7% | -54.4% | +83.1% | +41.2% |
| 10Y | +219.6% | +11.0% | +208.6% | +182.6% |
| All | +1,106.7% | +2,785.6% | -1,678.9% | +558.4% |
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