+485.4%
P vs KMX
+5.1%
+480.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.3% | +1.0% |
| 7D | +6.5% | +1.9% | +4.6% | +5.9% |
| 30D | +18.8% | +11.7% | +7.2% | +14.4% |
| 3M | +26.7% | +34.9% | -8.1% | +13.0% |
| 6M | +62.2% | +50.3% | +11.9% | +36.9% |
| YTD | +48.5% | +63.8% | -15.3% | +20.8% |
| 1Y | +26.4% | +3.8% | +22.6% | +18.4% |
| 3Y | +159.4% | -24.3% | +183.7% | +163.8% |
| 5Y | +275.8% | -50.2% | +326.0% | +328.6% |
| 10Y | +732.0% | +5.4% | +726.6% | +544.5% |
| All | +485.4% | +5.1% | +480.3% | +311.5% |
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