-35.5%
PSKY vs KMX
+338.9%
-374.4%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | +1.4% |
| 7D | +2.4% | -0.7% | +3.1% | +2.6% |
| 30D | +17.5% | +4.1% | +13.4% | +15.1% |
| 3M | +4.4% | +27.5% | -23.1% | -8.0% |
| 6M | -9.0% | +43.6% | -52.6% | -25.8% |
| YTD | -18.6% | +56.8% | -75.4% | -36.9% |
| 1Y | -27.7% | -1.3% | -26.4% | -33.0% |
| 3Y | -16.9% | -25.4% | +8.5% | -16.7% |
| 5Y | -70.3% | -53.9% | -16.4% | -64.2% |
| 10Y | -74.9% | +0.7% | -75.6% | -81.3% |
| All | -35.5% | +338.9% | -374.4% | -81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling