+54.0%
PPL vs KMX
+0.4%
+53.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | +0.7% |
| 7D | +1.8% | -0.7% | +2.5% | +1.9% |
| 30D | -1.1% | +4.1% | -5.2% | -1.8% |
| 3M | 0.0% | +27.5% | -27.5% | -4.7% |
| 6M | -7.6% | +43.6% | -51.1% | -14.5% |
| YTD | +1.7% | +56.8% | -55.0% | -8.0% |
| 1Y | +1.5% | -1.3% | +2.8% | -0.7% |
| 3Y | +55.3% | -25.4% | +80.6% | +56.3% |
| 5Y | +37.7% | -53.9% | +91.6% | +50.0% |
| 10Y | +54.0% | +0.7% | +53.3% | +36.4% |
| All | +54.0% | +0.4% | +53.5% | +36.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling