+293.0%
PCAR vs KMX
+13.6%
+279.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.1% | -1.4% | +2.3% |
| 7D | +2.9% | -4.1% | +7.0% | +4.0% |
| 30D | -2.1% | +2.9% | -5.0% | -3.1% |
| 3M | -20.4% | -7.0% | -13.4% | -19.1% |
| 6M | -7.0% | +34.1% | -41.1% | -15.1% |
| YTD | -2.6% | +40.0% | -42.7% | -13.3% |
| 1Y | +9.8% | +67.2% | -57.4% | -7.0% |
| 3Y | +37.3% | -13.4% | +50.7% | +34.5% |
| 5Y | +116.4% | -65.1% | +181.5% | +165.1% |
| 10Y | +293.0% | +6.9% | +286.1% | +216.7% |
| All | +293.0% | +13.6% | +279.4% | +216.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling