+1,684.5%
PLTR vs KMX
-35.2%
+1,719.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | 0.0% | -1.9% | +1.9% | +0.8% |
| 30D | -3.3% | +2.6% | -5.8% | -4.3% |
| 3M | +28.4% | +25.6% | +2.8% | +15.6% |
| 6M | +8.4% | +41.9% | -33.5% | -8.9% |
| YTD | -4.6% | +56.0% | -60.7% | -24.1% |
| 1Y | +4.4% | -1.8% | +6.2% | -0.9% |
| 3Y | +1,020.5% | -25.7% | +1,046.2% | +1,067.2% |
| 5Y | +548.8% | -54.7% | +603.5% | +660.8% |
| All | +1,684.5% | -35.2% | +1,719.7% | +1,994.3% |
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