+93.0%
XME vs KMX
-14.8%
+107.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.8% |
| 7D | +0.3% | +3.4% | -3.1% | -0.4% |
| 30D | -6.1% | +6.8% | -13.0% | -7.6% |
| 3M | -18.6% | -11.4% | -7.2% | -16.9% |
| 6M | -23.9% | +43.6% | -67.5% | -30.6% |
| YTD | -9.3% | +37.7% | -47.1% | -17.4% |
| 1Y | +1.8% | +53.0% | -51.2% | -9.6% |
| 3Y | +93.0% | -16.3% | +109.3% | +89.0% |
| All | +93.0% | -14.8% | +107.8% | +89.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling