+68.3%
PR vs KMX
+68.9%
-0.6%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.1% | -6.2% | -1.2% |
| 7D | -12.4% | -4.1% | -8.3% | -12.2% |
| 30D | -6.6% | +2.9% | -9.4% | -6.6% |
| 3M | +7.5% | -7.0% | +14.5% | +7.8% |
| 6M | +10.8% | +34.1% | -23.4% | +9.0% |
| YTD | +57.0% | +40.0% | +17.0% | +52.1% |
| All | +68.3% | +68.9% | -0.6% | +62.0% |
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