+763.1%
PM vs KMX
+237.2%
+526.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.1% |
| 7D | -4.9% | +1.9% | -6.8% | -5.2% |
| 30D | -3.4% | +11.7% | -15.1% | -5.1% |
| 3M | +5.2% | +34.9% | -29.7% | 0.0% |
| 6M | +3.7% | +50.3% | -46.5% | -3.6% |
| YTD | +15.8% | +63.8% | -48.0% | +5.7% |
| 1Y | +17.4% | +3.8% | +13.5% | +13.9% |
| 3Y | +116.9% | -24.3% | +141.2% | +116.3% |
| 5Y | +117.3% | -50.2% | +167.5% | +125.9% |
| 10Y | +193.8% | +5.4% | +188.4% | +153.3% |
| All | +763.1% | +237.2% | +526.0% | +426.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling