+339.6%
PODD vs KMX
-2.3%
+341.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +1.9% |
| 7D | +4.1% | +3.4% | +0.7% | +3.3% |
| 30D | +13.9% | +6.8% | +7.0% | +12.1% |
| 3M | +4.1% | -11.4% | +15.5% | +6.7% |
| 6M | +2.4% | +43.6% | -41.1% | -6.7% |
| YTD | -46.4% | +37.7% | -84.1% | -51.3% |
| 1Y | -54.2% | +53.0% | -107.1% | -59.5% |
| 3Y | -6.9% | -16.3% | +9.4% | -8.7% |
| 5Y | -51.6% | -64.2% | +12.7% | -42.4% |
| All | +339.6% | -2.3% | +341.9% | +281.2% |
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