-20.0%
POET vs KMX
+299.5%
-319.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.3% | -3.6% |
| 7D | +9.7% | -1.9% | +11.6% | +10.2% |
| 30D | -6.5% | +2.6% | -9.1% | -7.2% |
| 3M | -25.7% | +25.6% | -51.3% | -30.0% |
| 6M | +19.6% | +41.9% | -22.3% | +9.7% |
| YTD | +26.4% | +56.0% | -29.6% | +13.3% |
| 1Y | +50.1% | -1.8% | +51.9% | +47.0% |
| 3Y | +127.9% | -25.7% | +153.7% | +133.8% |
| 5Y | -5.9% | -54.7% | +48.9% | +3.0% |
| 10Y | +31.1% | +9.2% | +22.0% | +15.8% |
| All | -20.0% | +299.5% | -319.5% | -48.8% |
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