+2,413.8%
PAYX vs KMX
+450.2%
+1,963.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -7.9% | -3.4% | -4.5% | -7.4% |
| 30D | -5.0% | +4.0% | -9.1% | -5.7% |
| 3M | +15.1% | +24.8% | -9.7% | +10.4% |
| 6M | +23.9% | +43.6% | -19.7% | +15.3% |
| YTD | +6.2% | +56.6% | -50.5% | -3.0% |
| 1Y | -9.6% | +2.2% | -11.9% | -12.2% |
| 3Y | +5.8% | -25.4% | +31.3% | +6.3% |
| 5Y | +22.0% | -55.0% | +77.0% | +30.0% |
| 10Y | +165.1% | +9.6% | +155.5% | +139.0% |
| All | +2,413.8% | +450.2% | +1,963.6% | +1,222.5% |
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