+99.6%
PR vs KMX
+6.1%
+93.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.9% |
| 7D | +2.9% | +1.9% | +1.0% | +2.3% |
| 30D | +18.0% | +11.7% | +6.4% | +14.2% |
| 3M | +16.9% | +34.9% | -18.0% | +6.1% |
| 6M | +28.2% | +50.3% | -22.1% | +11.2% |
| YTD | +69.3% | +63.8% | +5.5% | +42.0% |
| 1Y | +69.5% | +3.8% | +65.7% | +60.2% |
| 3Y | +81.7% | -24.3% | +106.0% | +86.5% |
| 5Y | +422.2% | -50.2% | +472.5% | +488.3% |
| All | +99.6% | +6.1% | +93.5% | +112.7% |
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