+140.8%
PH vs KMX
-25.6%
+166.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | +0.2% |
| 7D | +0.4% | -0.7% | +1.1% | +0.5% |
| 30D | -10.8% | +4.1% | -14.9% | -11.6% |
| 3M | +8.5% | +27.5% | -19.1% | +2.5% |
| 6M | +3.9% | +43.6% | -39.6% | -5.0% |
| YTD | +9.4% | +56.8% | -47.3% | -2.7% |
| 1Y | +26.8% | -1.3% | +28.1% | +28.1% |
| 3Y | +140.8% | -25.4% | +166.2% | +153.5% |
| All | +140.8% | -25.6% | +166.4% | +153.5% |
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