+55.0%
XOP vs KMX
+11.6%
+43.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.3% |
| 7D | +2.6% | -3.1% | +5.7% | +3.6% |
| 30D | +9.6% | +4.4% | +5.2% | +7.9% |
| 3M | +20.4% | +18.9% | +1.5% | +12.9% |
| 6M | +19.9% | +44.3% | -24.4% | +4.0% |
| YTD | +56.4% | +58.7% | -2.3% | +30.4% |
| 1Y | +52.4% | +0.1% | +52.3% | +45.0% |
| 3Y | +39.9% | -24.4% | +64.3% | +41.9% |
| 5Y | +163.7% | -54.4% | +218.1% | +208.5% |
| All | +55.0% | +11.6% | +43.4% | +23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling