+1,188.7%
PPL vs KMX
+378.0%
+810.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | -0.2% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | +1.7% | +3.5% | -1.8% | +1.2% |
| 3M | +0.1% | -10.4% | +10.6% | +1.0% |
| 6M | -1.5% | +37.6% | -39.2% | -5.2% |
| YTD | +3.0% | +36.1% | -33.1% | -1.4% |
| 1Y | -1.4% | +52.8% | -54.2% | -6.9% |
| 3Y | +53.5% | -17.0% | +70.5% | +51.7% |
| 5Y | +46.4% | -64.7% | +111.1% | +55.3% |
| 10Y | +64.3% | -4.0% | +68.3% | +55.6% |
| All | +1,188.7% | +378.0% | +810.7% | +1,063.1% |
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 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