+54.4%
PYPL vs KMX
-2.3%
+56.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.3% |
| 7D | +0.1% | +3.4% | -3.3% | -1.1% |
| 30D | +5.7% | +6.8% | -1.2% | +3.1% |
| 3M | -1.9% | -11.4% | +9.5% | +1.6% |
| 6M | +31.8% | +43.6% | -11.7% | +15.6% |
| YTD | +2.4% | +37.7% | -35.3% | -10.9% |
| 1Y | -8.2% | +53.0% | -61.2% | -23.4% |
| 3Y | +10.2% | -16.3% | +26.5% | +9.0% |
| 5Y | -71.2% | -64.2% | -7.0% | -63.7% |
| All | +54.4% | -2.3% | +56.8% | +38.3% |
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 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