+8.9%
PH vs KMX
+34.8%
-25.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.3% |
| 7D | +7.4% | 0.0% | +7.4% | +7.3% |
| 30D | +0.5% | +3.5% | -3.0% | 0.0% |
| 3M | -10.2% | -10.4% | +0.2% | -9.1% |
| 6M | +8.9% | +37.6% | -28.7% | +4.8% |
| All | +8.9% | +34.8% | -25.9% | +4.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling