+1,449.2%
XOM vs KMX
+450.6%
+998.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +1.3% |
| 7D | -2.4% | -0.7% | -1.7% | -2.3% |
| 30D | +5.7% | +4.1% | +1.6% | +5.0% |
| 3M | +6.6% | +27.5% | -21.0% | +2.6% |
| 6M | +7.7% | +43.6% | -35.9% | +1.4% |
| YTD | +36.2% | +56.8% | -20.6% | +26.3% |
| 1Y | +50.5% | -1.3% | +51.8% | +47.2% |
| 3Y | +53.4% | -25.4% | +78.7% | +53.6% |
| 5Y | +254.2% | -53.9% | +308.1% | +269.2% |
| 10Y | +177.9% | +0.7% | +177.2% | +156.0% |
| All | +1,449.2% | +450.6% | +998.5% | +924.5% |
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