+1,632.9%
PBR vs KMX
+2,750.4%
-1,117.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.3% | +7.8% | +4.8% |
| 7D | +2.5% | -0.7% | +3.2% | +2.6% |
| 30D | +19.4% | +4.1% | +15.3% | +17.7% |
| 3M | +20.8% | +27.5% | -6.7% | +11.5% |
| 6M | +23.5% | +43.6% | -20.1% | +8.9% |
| YTD | +83.4% | +56.8% | +26.6% | +56.5% |
| 1Y | +77.6% | -1.3% | +78.9% | +69.4% |
| 3Y | +99.9% | -25.4% | +125.2% | +99.7% |
| 5Y | +567.7% | -53.9% | +621.6% | +619.6% |
| 10Y | +621.5% | +0.7% | +620.8% | +486.6% |
| All | +1,632.9% | +2,750.4% | -1,117.5% | +650.3% |
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 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