+60.2%
PPL vs KMX
+0.3%
+60.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.6% | -0.2% |
| 7D | +0.4% | -7.4% | +7.8% | +1.7% |
| 30D | +5.4% | -3.4% | +8.8% | +5.9% |
| 3M | +4.3% | -11.3% | +15.6% | +6.1% |
| 6M | -1.3% | +30.6% | -31.9% | -6.8% |
| YTD | +4.7% | +33.2% | -28.5% | -2.8% |
| 1Y | +1.3% | +66.7% | -65.5% | -10.3% |
| 3Y | +57.2% | -22.1% | +79.3% | +55.1% |
| 5Y | +48.2% | -66.7% | +115.0% | +74.6% |
| All | +60.2% | +0.3% | +60.0% | +49.5% |
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