+260.9%
PM vs KMX
+2.4%
+258.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.2% |
| 7D | -7.1% | -2.3% | -4.8% | -6.8% |
| 30D | -2.8% | +6.3% | -9.1% | -3.7% |
| 3M | +6.3% | -7.4% | +13.7% | +7.2% |
| 6M | +9.6% | +37.9% | -28.3% | +4.2% |
| YTD | +25.6% | +39.5% | -13.9% | +18.3% |
| 1Y | +29.7% | +57.9% | -28.2% | +19.8% |
| 3Y | +147.6% | -15.0% | +162.5% | +141.7% |
| 5Y | +160.1% | -64.1% | +224.2% | +192.7% |
| 10Y | +260.9% | -1.6% | +262.5% | +231.2% |
| All | +260.9% | +2.4% | +258.5% | +231.2% |
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