+255.5%
PR vs KMX
-64.5%
+320.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.3% | +2.9% |
| 7D | -0.5% | -2.3% | +1.8% | 0.0% |
| 30D | -4.6% | +6.3% | -10.9% | -6.2% |
| 3M | +4.7% | -7.4% | +12.1% | +5.8% |
| 6M | +12.4% | +37.9% | -25.4% | +2.9% |
| YTD | +62.9% | +39.5% | +23.4% | +46.5% |
| 1Y | +70.6% | +57.9% | +12.7% | +48.3% |
| 3Y | +90.0% | -15.0% | +105.0% | +91.3% |
| 5Y | +255.5% | -64.1% | +319.6% | +423.4% |
| All | +255.5% | -64.5% | +320.0% | +423.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling