-23.5%
XYL vs KMX
+3.5%
-27.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | +1.2% | -3.1% | +4.3% | +1.4% |
| 30D | -11.9% | +4.4% | -16.4% | -12.3% |
| 3M | -1.5% | +18.9% | -20.4% | -3.2% |
| 6M | -11.9% | +44.3% | -56.2% | -15.2% |
| YTD | -20.6% | +58.7% | -79.3% | -23.6% |
| 1Y | -23.5% | +0.1% | -23.6% | -25.8% |
| All | -23.5% | +3.5% | -27.0% | -25.8% |
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 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