+647.1%
PAAS vs KMX
+391.9%
+255.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.1% | -2.2% | +2.4% |
| 7D | +8.8% | -4.1% | +12.9% | +9.3% |
| 30D | -8.5% | +2.9% | -11.3% | -8.7% |
| 3M | -17.0% | -7.0% | -10.0% | -16.5% |
| 6M | -27.9% | +34.1% | -62.0% | -30.2% |
| YTD | -17.5% | +40.0% | -57.5% | -20.6% |
| 1Y | +22.8% | +67.2% | -44.4% | +16.1% |
| 3Y | +224.2% | -13.4% | +237.7% | +221.3% |
| 5Y | +73.6% | -65.1% | +138.7% | +83.7% |
| 10Y | +186.4% | +6.9% | +179.5% | +168.4% |
| All | +647.1% | +391.9% | +255.2% | +510.8% |
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