+211.8%
PM vs KMX
+3.6%
+208.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -1.2% | -1.9% | +0.7% | -1.0% |
| 30D | -0.2% | +2.6% | -2.7% | -0.5% |
| 3M | +4.9% | +25.6% | -20.7% | +1.5% |
| 6M | +9.0% | +41.9% | -32.8% | +3.3% |
| YTD | +17.8% | +56.0% | -38.2% | +9.7% |
| 1Y | +16.8% | -1.8% | +18.6% | +15.0% |
| 3Y | +125.4% | -25.7% | +151.2% | +126.5% |
| 5Y | +128.7% | -54.7% | +183.4% | +145.5% |
| 10Y | +211.8% | +9.2% | +202.7% | +196.8% |
| All | +211.8% | +3.6% | +208.2% | +196.8% |
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 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