-70.5%
PSKY vs KMX
-54.8%
-15.7%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | -6.0% | -3.4% | -2.6% | -4.9% |
| 30D | +10.7% | +4.0% | +6.6% | +9.0% |
| 3M | +1.2% | +24.8% | -23.6% | -7.6% |
| 6M | +1.5% | +43.6% | -42.1% | -13.6% |
| YTD | -21.8% | +56.6% | -78.4% | -36.1% |
| 1Y | -30.2% | +2.2% | -32.4% | -34.0% |
| 3Y | -20.1% | -25.4% | +5.4% | -18.1% |
| 5Y | -70.5% | -55.0% | -15.5% | -66.7% |
| All | -70.5% | -54.8% | -15.7% | -66.7% |
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 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