+451.9%
PWR vs KMX
-54.2%
+506.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | +2.7% | -1.9% | +4.5% | +3.0% |
| 30D | -5.1% | +2.6% | -7.7% | -5.8% |
| 3M | -9.4% | +25.6% | -35.0% | -14.4% |
| 6M | +10.4% | +41.9% | -31.4% | +0.6% |
| YTD | +48.6% | +56.0% | -7.4% | +31.5% |
| 1Y | +68.0% | -1.8% | +69.8% | +64.1% |
| 3Y | +204.7% | -25.7% | +230.5% | +211.4% |
| 5Y | +451.9% | -54.7% | +506.7% | +531.7% |
| All | +451.9% | -54.2% | +506.1% | +531.7% |
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