+0.7%
PL vs KMX
+42.7%
-42.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.1% | +12.5% | +10.7% |
| 7D | -6.8% | -7.4% | +0.5% | -5.8% |
| 30D | -29.3% | -3.4% | -25.9% | -29.1% |
| 3M | -44.8% | -11.3% | -33.4% | -44.0% |
| 6M | -68.4% | +30.6% | -98.9% | -70.3% |
| YTD | -36.4% | +33.2% | -69.6% | -38.4% |
| 1Y | +0.7% | +66.7% | -66.0% | -9.8% |
| All | +0.7% | +42.7% | -42.0% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling