+1,174.4%
PPL vs KMX
+475.4%
+699.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | +2.7% | +1.9% | +0.8% | +2.5% |
| 30D | +0.5% | +11.7% | -11.2% | -0.7% |
| 3M | +0.7% | +34.9% | -34.2% | -2.6% |
| 6M | -7.6% | +50.3% | -57.9% | -12.0% |
| YTD | +1.8% | +63.8% | -62.0% | -4.1% |
| 1Y | -0.8% | +3.8% | -4.6% | -2.8% |
| 3Y | +56.9% | -24.3% | +81.1% | +56.8% |
| 5Y | +39.5% | -50.2% | +89.7% | +42.9% |
| 10Y | +55.4% | +5.4% | +50.0% | +45.6% |
| All | +1,174.4% | +475.4% | +699.0% | +1,030.6% |
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