-15.6%
XYL vs KMX
-54.8%
+39.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -1.2% | -3.4% | +2.1% | -0.5% |
| 30D | -13.2% | +4.0% | -17.2% | -14.1% |
| 3M | -0.2% | +24.8% | -24.9% | -5.8% |
| 6M | -12.5% | +43.6% | -56.1% | -20.8% |
| YTD | -20.9% | +56.6% | -77.5% | -30.3% |
| 1Y | -21.6% | +2.2% | -23.8% | -24.1% |
| 3Y | +16.1% | -25.4% | +41.6% | +19.2% |
| 5Y | -15.6% | -55.0% | +39.4% | -1.7% |
| All | -15.6% | -54.8% | +39.2% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling