+281.3%
P vs KMX
-50.1%
+331.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.3% | +1.1% |
| 7D | +6.5% | +1.9% | +4.6% | +6.0% |
| 30D | +18.8% | +11.7% | +7.2% | +15.4% |
| 3M | +26.7% | +34.9% | -8.1% | +16.1% |
| 6M | +62.2% | +50.3% | +11.9% | +42.2% |
| YTD | +48.5% | +63.8% | -15.3% | +26.5% |
| 1Y | +26.4% | +3.8% | +22.6% | +21.3% |
| 3Y | +159.4% | -24.3% | +183.7% | +167.6% |
| All | +281.3% | -50.1% | +331.3% | +350.3% |
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