+82.5%
XOP vs KMX
+264.8%
-182.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.9% | -1.2% |
| 7D | +2.6% | +1.9% | +0.7% | +1.8% |
| 30D | +15.4% | +11.7% | +3.8% | +10.7% |
| 3M | +12.1% | +34.9% | -22.8% | -0.9% |
| 6M | +19.7% | +50.3% | -30.6% | -0.2% |
| YTD | +52.4% | +63.8% | -11.4% | +21.9% |
| 1Y | +47.6% | +3.8% | +43.7% | +35.6% |
| 3Y | +34.4% | -24.3% | +58.6% | +33.9% |
| 5Y | +154.4% | -50.2% | +204.6% | +177.9% |
| 10Y | +54.7% | +5.4% | +49.3% | +16.3% |
| All | +82.5% | +264.8% | -182.3% | -32.8% |
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