+782.8%
PH vs KMX
+10.2%
+772.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | -3.1% | -3.4% | +0.3% | -1.9% |
| 30D | -11.8% | +4.0% | -15.8% | -13.2% |
| 3M | +6.9% | +24.8% | -17.9% | -2.6% |
| 6M | -1.3% | +43.6% | -44.9% | -15.9% |
| YTD | +7.0% | +56.6% | -49.7% | -12.9% |
| 1Y | +23.1% | +2.2% | +20.9% | +14.9% |
| 3Y | +135.4% | -25.4% | +160.8% | +142.3% |
| 5Y | +250.3% | -55.0% | +305.4% | +328.1% |
| All | +782.8% | +10.2% | +772.7% | +585.7% |
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