+64.4%
PPL vs KMX
+13.6%
+50.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.1% | -5.4% | -1.2% |
| 7D | -1.2% | -4.1% | +2.9% | -0.6% |
| 30D | +4.2% | +2.9% | +1.4% | +3.5% |
| 3M | +1.5% | -7.0% | +8.5% | +2.4% |
| 6M | +1.0% | +34.1% | -33.1% | -5.1% |
| YTD | +4.4% | +40.0% | -35.6% | -4.0% |
| 1Y | +0.8% | +67.2% | -66.5% | -10.8% |
| 3Y | +56.5% | -13.4% | +69.9% | +51.0% |
| 5Y | +47.7% | -65.1% | +112.7% | +72.8% |
| 10Y | +64.4% | +6.9% | +57.5% | +49.1% |
| All | +64.4% | +13.6% | +50.9% | +49.1% |
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