-20.7%
PSKY vs KMX
-26.3%
+5.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.3% |
| 7D | -6.8% | -1.9% | -5.0% | -6.4% |
| 30D | +10.2% | +2.6% | +7.7% | +9.5% |
| 3M | +0.3% | +25.6% | -25.3% | -5.7% |
| 6M | -7.8% | +41.9% | -49.6% | -17.0% |
| YTD | -23.0% | +56.0% | -79.0% | -32.9% |
| 1Y | -31.6% | -1.8% | -29.9% | -32.5% |
| All | -20.7% | -26.3% | +5.7% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling