+516.5%
PL vs KMX
-14.8%
+531.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.9% | -1.2% |
| 7D | +10.0% | +3.4% | +6.7% | +8.8% |
| 30D | -2.3% | +6.8% | -9.1% | -5.4% |
| 3M | -44.2% | -11.4% | -32.8% | -41.9% |
| 6M | -66.1% | +43.6% | -109.7% | -72.2% |
| YTD | -30.0% | +37.7% | -67.7% | -43.4% |
| 1Y | +21.0% | +53.0% | -31.9% | -8.4% |
| 3Y | +516.5% | -16.3% | +532.8% | +536.3% |
| All | +516.5% | -14.8% | +531.3% | +536.3% |
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 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