+603.6%
PAAS vs KMX
+392.6%
+210.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.1% | -6.0% | -5.8% |
| 7D | +4.2% | +1.5% | +2.7% | +4.0% |
| 30D | -13.8% | +3.0% | -16.8% | -14.1% |
| 3M | -22.7% | -7.8% | -14.9% | -22.2% |
| 6M | -32.1% | +34.3% | -66.4% | -34.3% |
| YTD | -22.3% | +40.2% | -62.5% | -25.3% |
| 1Y | +7.7% | +63.0% | -55.3% | +2.0% |
| 3Y | +214.0% | -14.5% | +228.5% | +211.5% |
| 5Y | +63.2% | -64.3% | +127.5% | +72.3% |
| 10Y | +185.5% | +2.8% | +182.7% | +168.5% |
| All | +603.6% | +392.6% | +210.9% | +475.1% |
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