-23.1%
PPG vs KMX
-54.8%
+31.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.1% |
| 7D | -6.2% | -3.1% | -3.1% | -5.4% |
| 30D | -7.9% | +4.4% | -12.4% | -9.1% |
| 3M | -10.2% | +18.9% | -29.1% | -15.0% |
| 6M | +2.7% | +44.3% | -41.6% | -8.8% |
| YTD | +4.9% | +58.7% | -53.8% | -10.0% |
| 1Y | -3.2% | +0.1% | -3.3% | -6.4% |
| 3Y | -17.0% | -24.4% | +7.4% | -14.9% |
| All | -23.1% | -54.8% | +31.7% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling