+119.9%
XRT vs KMX
+10.2%
+109.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -3.6% | -3.4% | -0.2% | -2.3% |
| 30D | -6.7% | +4.0% | -10.7% | -8.3% |
| 3M | -1.4% | +24.8% | -26.2% | -10.7% |
| 6M | +1.7% | +43.6% | -41.9% | -14.3% |
| YTD | -1.5% | +56.6% | -58.1% | -20.7% |
| 1Y | -2.5% | +2.2% | -4.7% | -8.8% |
| 3Y | +39.9% | -25.4% | +65.4% | +44.4% |
| 5Y | -2.6% | -55.0% | +52.4% | +20.0% |
| All | +119.9% | +10.2% | +109.8% | +76.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling