+1,112.1%
PSX vs KMX
+99.5%
+1,012.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | -0.1% |
| 7D | +4.5% | +1.9% | +2.6% | +4.0% |
| 30D | +26.6% | +11.7% | +14.9% | +22.7% |
| 3M | +39.3% | +34.9% | +4.4% | +27.1% |
| 6M | +56.8% | +50.3% | +6.6% | +37.0% |
| YTD | +101.8% | +63.8% | +38.0% | +71.0% |
| 1Y | +99.6% | +3.8% | +95.8% | +88.7% |
| 3Y | +140.3% | -24.3% | +164.6% | +143.2% |
| 5Y | +339.3% | -50.2% | +389.6% | +380.1% |
| 10Y | +369.9% | +5.4% | +364.5% | +272.4% |
| All | +1,112.1% | +99.5% | +1,012.6% | +617.5% |
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