+87.0%
PR vs KMX
+35.0%
+52.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.3% | -9.8% | -6.5% |
| 7D | -12.1% | +2.1% | -14.2% | -12.0% |
| 30D | +0.9% | +0.5% | +0.4% | +1.0% |
| 3M | +10.1% | -4.1% | +14.3% | +10.2% |
| 6M | +1.1% | +49.5% | -48.4% | +1.9% |
| YTD | +63.7% | +42.7% | +21.0% | +68.6% |
| 1Y | +87.0% | +35.3% | +51.7% | +93.1% |
| All | +87.0% | +35.0% | +52.0% | +93.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling