+138.3%
PH vs KMX
-13.7%
+152.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | +6.9% | -2.3% | +9.2% | +7.3% |
| 30D | +1.7% | +6.3% | -4.6% | +0.2% |
| 3M | -8.1% | -7.4% | -0.8% | -7.1% |
| 6M | +11.5% | +37.9% | -26.4% | +3.0% |
| YTD | +11.4% | +39.5% | -28.1% | +1.1% |
| 1Y | +14.1% | +57.9% | -43.8% | +0.3% |
| All | +138.3% | -13.7% | +152.0% | +157.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling