+370.3%
PCAR vs KMX
+4.1%
+366.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -0.6% |
| 7D | 0.0% | -0.7% | +0.7% | +0.2% |
| 30D | -7.7% | +4.1% | -11.8% | -8.8% |
| 3M | +3.7% | +27.5% | -23.8% | -3.5% |
| 6M | +2.3% | +43.6% | -41.3% | -8.7% |
| YTD | +12.8% | +56.8% | -44.0% | -2.2% |
| 1Y | +27.8% | -1.3% | +29.1% | +23.7% |
| 3Y | +61.8% | -25.4% | +87.2% | +65.1% |
| 5Y | +168.2% | -53.9% | +222.1% | +201.3% |
| All | +370.3% | +4.1% | +366.2% | +268.3% |
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 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