+159.5%
PM vs KMX
-64.7%
+224.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.1% | -7.5% | -2.7% |
| 7D | -7.3% | -4.1% | -3.2% | -7.1% |
| 30D | -4.0% | +2.9% | -6.9% | -4.2% |
| 3M | +2.7% | -7.0% | +9.7% | +3.1% |
| 6M | +14.9% | +34.1% | -19.3% | +12.7% |
| YTD | +23.5% | +40.0% | -16.5% | +20.6% |
| 1Y | +30.4% | +67.2% | -36.9% | +25.8% |
| 3Y | +143.2% | -13.4% | +156.7% | +141.0% |
| 5Y | +159.5% | -65.1% | +224.5% | +161.5% |
| All | +159.5% | -64.7% | +224.2% | +161.5% |
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