-19.0%
PYPL vs KMX
+5.0%
-24.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.3% | -3.4% |
| 7D | +2.4% | +1.9% | +0.5% | +2.1% |
| 30D | -5.1% | +11.7% | -16.8% | -6.7% |
| 3M | +28.6% | +34.9% | -6.3% | +23.6% |
| 6M | +17.9% | +50.3% | -32.3% | +11.5% |
| YTD | -5.3% | +63.8% | -69.1% | -11.9% |
| 1Y | -19.0% | +3.8% | -22.9% | -20.7% |
| All | -19.0% | +5.0% | -24.0% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling