+45.2%
PL vs KMX
-59.0%
+104.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +5.1% | +9.4% | +12.3% |
| 7D | +10.9% | -4.1% | +15.0% | +12.8% |
| 30D | -16.4% | +2.9% | -19.2% | -17.7% |
| 3M | -39.9% | -7.0% | -33.0% | -38.8% |
| 6M | -63.2% | +34.1% | -97.3% | -68.7% |
| YTD | -27.1% | +40.0% | -67.2% | -40.7% |
| 1Y | +12.2% | +67.2% | -55.0% | -17.0% |
| 3Y | +584.3% | -13.4% | +597.7% | +593.4% |
| 5Y | +37.0% | -65.1% | +102.0% | +83.6% |
| All | +45.2% | -59.0% | +104.2% | +94.3% |
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