+28.2%
POET vs KMX
+11.6%
+16.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +4.2% |
| 7D | +0.4% | -3.1% | +3.5% | +1.2% |
| 30D | -10.4% | +4.4% | -14.8% | -11.5% |
| 3M | -29.3% | +18.9% | -48.2% | -33.0% |
| 6M | +6.9% | +44.3% | -37.4% | -4.0% |
| YTD | +25.6% | +58.7% | -33.1% | +10.0% |
| 1Y | +49.2% | +0.1% | +49.0% | +44.2% |
| 3Y | +128.4% | -24.4% | +152.9% | +132.7% |
| 5Y | -4.2% | -54.4% | +50.2% | +5.5% |
| All | +28.2% | +11.6% | +16.6% | +16.4% |
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