+60.6%
PYPL vs KMX
-20.4%
+81.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.2% |
| 7D | -1.1% | 0.0% | -1.1% | -1.2% |
| 30D | +3.8% | +3.5% | +0.3% | +2.3% |
| 3M | -1.3% | -10.4% | +9.2% | +1.9% |
| 6M | +29.0% | +37.6% | -8.6% | +14.8% |
| YTD | +0.7% | +36.1% | -35.3% | -12.0% |
| 1Y | -12.3% | +52.8% | -65.0% | -26.6% |
| 3Y | +7.6% | -17.0% | +24.7% | +6.7% |
| 5Y | -71.7% | -64.7% | -7.0% | -64.2% |
| 10Y | +47.1% | -4.0% | +51.1% | +23.3% |
| All | +60.6% | -20.4% | +81.0% | +60.3% |
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 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