-3.3%
XRT vs KMX
-54.2%
+50.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.5% |
| 7D | -2.4% | -1.9% | -0.6% | -1.7% |
| 30D | -6.9% | +2.6% | -9.5% | -7.9% |
| 3M | -0.4% | +25.6% | -26.0% | -9.5% |
| 6M | +2.2% | +41.9% | -39.6% | -12.7% |
| YTD | -0.7% | +56.0% | -56.7% | -19.1% |
| 1Y | -2.0% | -1.8% | -0.2% | -5.7% |
| 3Y | +41.0% | -25.7% | +66.8% | +47.4% |
| 5Y | -3.3% | -54.7% | +51.4% | +22.5% |
| All | -3.3% | -54.2% | +50.9% | +22.5% |
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 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