+162.8%
XOP vs KMX
-55.0%
+217.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.7% |
| 7D | +1.0% | -1.9% | +2.8% | +1.3% |
| 30D | +10.8% | +2.6% | +8.3% | +10.2% |
| 3M | +19.5% | +25.6% | -6.1% | +13.8% |
| 6M | +21.6% | +41.9% | -20.3% | +12.2% |
| YTD | +55.8% | +56.0% | -0.2% | +40.3% |
| 1Y | +54.6% | -1.8% | +56.4% | +52.3% |
| 3Y | +36.6% | -25.7% | +62.4% | +41.3% |
| All | +162.8% | -55.0% | +217.8% | +196.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling