+100.5%
PSA vs KMX
+11.6%
+88.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.4% |
| 7D | -1.8% | -3.1% | +1.3% | -1.3% |
| 30D | -8.4% | +4.4% | -12.8% | -9.1% |
| 3M | -7.8% | +18.9% | -26.7% | -10.7% |
| 6M | +0.8% | +44.3% | -43.5% | -6.0% |
| YTD | +16.5% | +58.7% | -42.2% | +6.7% |
| 1Y | +4.7% | +0.1% | +4.6% | +2.3% |
| 3Y | +21.1% | -24.4% | +45.5% | +21.6% |
| 5Y | +14.2% | -54.4% | +68.6% | +19.9% |
| All | +100.5% | +11.6% | +88.9% | +74.1% |
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 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