+38.4%
PL vs KMX
-64.5%
+102.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.7% |
| 7D | +13.4% | -2.3% | +15.6% | +14.8% |
| 30D | -10.2% | +6.3% | -16.5% | -13.1% |
| 3M | -39.5% | -7.4% | -32.1% | -38.1% |
| 6M | -65.7% | +37.9% | -103.6% | -71.5% |
| YTD | -27.3% | +39.5% | -66.7% | -41.6% |
| 1Y | +15.0% | +57.9% | -42.9% | -14.2% |
| 3Y | +560.8% | -15.0% | +575.8% | +572.0% |
| 5Y | +38.4% | -64.1% | +102.5% | +177.0% |
| All | +38.4% | -64.5% | +102.9% | +177.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling