+215.2%
PODD vs KMX
+11.6%
+203.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.3% |
| 7D | -10.5% | -3.1% | -7.4% | -9.9% |
| 30D | -9.0% | +4.4% | -13.5% | -10.0% |
| 3M | -11.5% | +18.9% | -30.5% | -15.4% |
| 6M | -44.7% | +44.3% | -89.0% | -50.0% |
| YTD | -53.6% | +58.7% | -112.3% | -59.1% |
| 1Y | -61.0% | +0.1% | -61.1% | -62.2% |
| 3Y | -24.7% | -24.4% | -0.3% | -23.9% |
| 5Y | -55.5% | -54.4% | -1.1% | -50.2% |
| All | +215.2% | +11.6% | +203.6% | +168.1% |
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