+805.5%
PAAS vs KMX
+475.4%
+330.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.5% |
| 7D | -2.9% | +1.9% | -4.8% | -3.1% |
| 30D | +6.8% | +11.7% | -4.9% | +5.6% |
| 3M | -2.9% | +34.9% | -37.8% | -5.9% |
| 6M | -16.4% | +50.3% | -66.7% | -20.1% |
| YTD | 0.0% | +63.8% | -63.8% | -5.2% |
| 1Y | +54.3% | +3.8% | +50.5% | +51.6% |
| 3Y | +230.7% | -24.3% | +255.0% | +231.4% |
| 5Y | +111.6% | -50.2% | +161.9% | +116.5% |
| 10Y | +211.7% | +5.4% | +206.3% | +191.8% |
| All | +805.5% | +475.4% | +330.1% | +629.9% |
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