+2,521.4%
PWR vs KMX
+11.6%
+2,509.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.8% | +4.8% |
| 7D | +4.2% | -3.1% | +7.3% | +5.1% |
| 30D | -4.0% | +4.4% | -8.5% | -5.5% |
| 3M | -4.8% | +18.9% | -23.7% | -10.7% |
| 6M | +14.6% | +44.3% | -29.6% | 0.0% |
| YTD | +54.2% | +58.7% | -4.5% | +29.2% |
| 1Y | +67.1% | +0.1% | +67.0% | +59.3% |
| 3Y | +218.5% | -24.4% | +242.9% | +221.1% |
| 5Y | +466.3% | -54.4% | +520.7% | +555.7% |
| All | +2,521.4% | +11.6% | +2,509.8% | +1,867.0% |
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