+51.4%
PYPL vs KMX
-4.2%
+55.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.1% | -3.4% |
| 7D | +2.7% | +1.9% | +0.8% | +2.1% |
| 30D | -4.9% | +11.7% | -16.6% | -8.3% |
| 3M | +28.9% | +34.9% | -6.0% | +16.3% |
| 6M | +18.2% | +50.3% | -32.0% | +1.7% |
| YTD | -5.0% | +63.8% | -68.8% | -21.6% |
| 1Y | -18.8% | +3.8% | -22.7% | -23.3% |
| 3Y | -12.6% | -24.3% | +11.7% | -10.2% |
| 5Y | -80.8% | -50.2% | -30.6% | -78.3% |
| 10Y | +49.9% | +5.4% | +44.5% | +22.9% |
| All | +51.4% | -4.2% | +55.6% | +42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling