+142.8%
XYL vs KMX
+11.6%
+131.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | 0.0% |
| 7D | +1.2% | -3.1% | +4.3% | +2.0% |
| 30D | -11.9% | +4.4% | -16.4% | -13.2% |
| 3M | -1.5% | +18.9% | -20.4% | -6.9% |
| 6M | -11.9% | +44.3% | -56.2% | -22.1% |
| YTD | -20.6% | +58.7% | -79.3% | -32.2% |
| 1Y | -23.5% | +0.1% | -23.6% | -26.6% |
| 3Y | +14.9% | -24.4% | +39.3% | +16.2% |
| 5Y | -15.3% | -54.4% | +39.1% | -2.7% |
| All | +142.8% | +11.6% | +131.2% | +95.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling