+241.5%
XME vs KMX
+249.1%
-7.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.4% | +2.9% |
| 7D | +3.6% | -0.7% | +4.3% | +3.8% |
| 30D | +3.6% | +4.1% | -0.5% | +1.8% |
| 3M | +1.2% | +27.5% | -26.3% | -9.5% |
| 6M | +9.0% | +43.6% | -34.5% | -8.6% |
| YTD | +15.9% | +56.8% | -40.8% | -7.0% |
| 1Y | +43.2% | -1.3% | +44.5% | +34.1% |
| 3Y | +137.4% | -25.4% | +162.8% | +138.5% |
| 5Y | +185.0% | -53.9% | +238.9% | +227.7% |
| 10Y | +409.5% | +0.7% | +408.8% | +264.9% |
| All | +241.5% | +249.1% | -7.6% | -14.2% |
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 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