+44.1%
PL vs KMX
-58.9%
+103.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +5.6% | +1.5% | +4.1% | +5.1% |
| 30D | -16.9% | +3.0% | -19.9% | -18.3% |
| 3M | -38.2% | -7.8% | -30.4% | -36.7% |
| 6M | -63.4% | +34.3% | -97.8% | -68.9% |
| YTD | -27.6% | +40.2% | -67.9% | -41.2% |
| 1Y | +6.6% | +63.0% | -56.4% | -20.1% |
| 3Y | +557.6% | -14.5% | +572.1% | +569.8% |
| 5Y | +39.5% | -64.3% | +103.8% | +86.8% |
| All | +44.1% | -58.9% | +103.1% | +92.8% |
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 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