-31.5%
XYL vs KMX
+35.0%
-66.5%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.3% | +1.7% | +4.6% |
| 7D | +14.5% | +2.1% | +12.4% | +14.3% |
| 30D | -1.3% | +0.5% | -1.8% | -1.5% |
| 3M | -17.0% | -4.1% | -12.9% | -16.8% |
| 6M | -11.3% | +49.5% | -60.8% | -15.3% |
| YTD | -25.0% | +42.7% | -67.7% | -28.0% |
| 1Y | -31.5% | +35.3% | -66.9% | -34.2% |
| All | -31.5% | +35.0% | -66.5% | -34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling