+566.1%
XYZ vs KMX
-3.5%
+569.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.6% | -2.7% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | +7.0% | +3.5% | +3.5% | +4.9% |
| 3M | +5.1% | -10.4% | +15.5% | +10.8% |
| 6M | +14.1% | +37.6% | -23.5% | -7.0% |
| YTD | +26.4% | +36.1% | -9.7% | +1.0% |
| 1Y | +25.1% | +52.8% | -27.7% | -7.1% |
| 3Y | +59.7% | -17.0% | +76.8% | +56.8% |
| 5Y | -63.8% | -64.7% | +0.9% | -42.8% |
| All | +566.1% | -3.5% | +569.6% | +467.2% |
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 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