+51.7%
XOP vs KMX
-2.3%
+54.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.6% |
| 7D | +6.3% | +3.4% | +3.0% | +5.2% |
| 30D | -6.6% | +6.8% | -13.4% | -8.9% |
| 3M | +3.6% | -11.4% | +14.9% | +6.3% |
| 6M | +10.8% | +43.6% | -32.8% | -3.7% |
| YTD | +48.3% | +37.7% | +10.5% | +27.9% |
| 1Y | +42.9% | +53.0% | -10.0% | +18.6% |
| 3Y | +43.3% | -16.3% | +59.6% | +38.1% |
| 5Y | +94.0% | -64.2% | +158.2% | +150.1% |
| All | +51.7% | -2.3% | +54.0% | +25.1% |
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