-0.5%
XRT vs KMX
-64.7%
+64.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +4.1% | +1.5% | +2.6% | +3.5% |
| 30D | +9.9% | +3.0% | +6.9% | +8.5% |
| 3M | +2.3% | -7.8% | +10.1% | +4.8% |
| 6M | +9.6% | +34.3% | -24.8% | -3.8% |
| YTD | +9.1% | +40.2% | -31.1% | -7.9% |
| 1Y | +16.2% | +63.0% | -46.7% | -8.1% |
| 3Y | +60.1% | -14.5% | +74.6% | +56.1% |
| 5Y | -0.5% | -64.3% | +63.9% | +43.0% |
| All | -0.5% | -64.7% | +64.2% | +43.0% |
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