+432.8%
XYL vs KMX
+125.4%
+307.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.1% | -2.3% |
| 7D | -5.0% | +1.9% | -6.9% | -5.6% |
| 30D | -13.2% | +11.7% | -24.9% | -16.0% |
| 3M | -3.7% | +34.9% | -38.6% | -12.3% |
| 6M | -17.7% | +50.3% | -68.0% | -28.2% |
| YTD | -21.5% | +63.8% | -85.3% | -33.7% |
| 1Y | -24.5% | +3.8% | -28.3% | -28.5% |
| 3Y | +6.9% | -24.3% | +31.2% | +8.0% |
| 5Y | -18.1% | -50.2% | +32.2% | -9.4% |
| 10Y | +134.7% | +5.4% | +129.3% | +90.6% |
| All | +432.8% | +125.4% | +307.4% | +219.6% |
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 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