+65.2%
PR vs KMX
+0.3%
+64.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.1% | +2.5% |
| 7D | -16.4% | -7.4% | -9.0% | -14.7% |
| 30D | -1.9% | -3.4% | +1.5% | -1.4% |
| 3M | +8.0% | -11.3% | +19.3% | +10.8% |
| 6M | +4.1% | +30.6% | -26.5% | -6.0% |
| YTD | +58.7% | +33.2% | +25.5% | +39.9% |
| 1Y | +75.8% | +66.7% | +9.1% | +43.8% |
| 3Y | +73.2% | -22.1% | +95.2% | +73.9% |
| 5Y | +230.1% | -66.7% | +296.9% | +328.9% |
| All | +65.2% | +0.3% | +64.9% | +88.2% |
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