+119.0%
PAAS vs KMX
-50.1%
+169.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.5% |
| 7D | -2.9% | +1.9% | -4.8% | -3.2% |
| 30D | +6.8% | +11.7% | -4.9% | +5.0% |
| 3M | -2.9% | +34.9% | -37.8% | -7.4% |
| 6M | -16.4% | +50.3% | -66.7% | -22.1% |
| YTD | 0.0% | +63.8% | -63.8% | -7.9% |
| 1Y | +54.3% | +3.8% | +50.5% | +49.8% |
| 3Y | +230.7% | -24.3% | +255.0% | +230.4% |
| All | +119.0% | -50.1% | +169.0% | +116.5% |
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 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