+513.3%
XRT vs KMX
+264.8%
+248.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.6% |
| 7D | +0.8% | +1.9% | -1.1% | 0.0% |
| 30D | -4.2% | +11.7% | -15.9% | -8.5% |
| 3M | +5.1% | +34.9% | -29.8% | -7.9% |
| 6M | +2.4% | +50.3% | -47.8% | -15.4% |
| YTD | +3.2% | +63.8% | -60.6% | -18.5% |
| 1Y | +1.5% | +3.8% | -2.3% | -6.1% |
| 3Y | +40.6% | -24.3% | +64.8% | +43.1% |
| 5Y | -1.0% | -50.2% | +49.2% | +15.2% |
| 10Y | +128.4% | +5.4% | +123.0% | +80.1% |
| All | +513.3% | +264.8% | +248.5% | +105.1% |
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 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