+542.7%
PBR vs KMX
-54.8%
+597.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.2% | -1.0% |
| 7D | +5.4% | -3.1% | +8.5% | +5.7% |
| 30D | +22.9% | +4.4% | +18.4% | +22.2% |
| 3M | +19.6% | +18.9% | +0.7% | +17.1% |
| 6M | +16.5% | +44.3% | -27.8% | +11.3% |
| YTD | +86.7% | +58.7% | +28.0% | +76.2% |
| 1Y | +74.7% | +0.1% | +74.6% | +72.6% |
| 3Y | +102.6% | -24.4% | +127.0% | +104.1% |
| All | +542.7% | -54.8% | +597.5% | +564.3% |
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