+548.6%
XRT vs KMX
+212.3%
+336.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.4% |
| 3M | +2.3% | -7.8% | +10.1% | +5.0% |
| 6M | +9.6% | +34.3% | -24.8% | -4.6% |
| YTD | +9.1% | +40.2% | -31.1% | -8.7% |
| 1Y | +16.2% | +63.0% | -46.7% | -8.9% |
| 3Y | +60.1% | -14.5% | +74.6% | +54.8% |
| 5Y | -0.5% | -64.3% | +63.9% | +32.8% |
| 10Y | +145.1% | +2.8% | +142.4% | +94.8% |
| All | +548.6% | +212.3% | +336.3% | +129.8% |
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