-7.6%
KMX vs PEGA
+94.9%
-102.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.1% | -4.5% | -3.0% |
| 7D | 0.0% | -4.6% | +4.5% | +1.2% |
| 30D | +3.5% | -6.8% | +10.3% | +5.4% |
| 3M | -10.4% | +2.6% | -13.0% | -11.5% |
| 6M | +37.6% | -5.4% | +43.0% | +37.5% |
| YTD | +36.1% | -46.0% | +82.1% | +57.4% |
| 1Y | +52.8% | -45.6% | +98.4% | +75.8% |
| 3Y | -17.0% | +43.2% | -60.2% | -35.6% |
| 5Y | -64.7% | -45.3% | -19.4% | -63.7% |
| All | -7.6% | +94.9% | -102.5% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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