+32.5%
XME vs KMX
+3.5%
+29.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | -4.2% | -3.1% | -1.1% | -3.9% |
| 30D | -2.7% | +4.4% | -7.2% | -3.2% |
| 3M | -3.9% | +18.9% | -22.8% | -5.9% |
| 6M | -1.0% | +44.3% | -45.3% | -6.1% |
| YTD | +9.8% | +58.7% | -48.9% | +4.1% |
| 1Y | +32.5% | +0.1% | +32.4% | +25.2% |
| All | +32.5% | +3.5% | +29.1% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling