-11.8%
PYPL vs KMX
-25.6%
+13.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.3% | +1.1% | -2.0% |
| 7D | +1.7% | -0.7% | +2.4% | +2.0% |
| 30D | -9.7% | +4.1% | -13.9% | -10.7% |
| 3M | +29.2% | +27.5% | +1.7% | +20.9% |
| 6M | +13.9% | +43.6% | -29.7% | +2.1% |
| YTD | -8.1% | +56.8% | -64.9% | -20.6% |
| 1Y | -21.4% | -1.3% | -20.1% | -21.8% |
| 3Y | -11.8% | -25.4% | +13.6% | -11.1% |
| All | -11.8% | -25.6% | +13.8% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling