+9.2%
KMX vs PEGA
+170.9%
-161.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.1% |
| 7D | -1.9% | -6.1% | +4.3% | -0.1% |
| 30D | +2.6% | +6.4% | -3.8% | +0.6% |
| 3M | +25.6% | +2.9% | +22.7% | +23.1% |
| 6M | +41.9% | -23.8% | +65.7% | +50.8% |
| YTD | +56.0% | -41.1% | +97.1% | +76.4% |
| 1Y | -1.8% | -38.2% | +36.5% | +9.0% |
| 3Y | -25.7% | +49.8% | -75.6% | -42.8% |
| 5Y | -54.7% | -48.0% | -6.7% | -52.2% |
| 10Y | +9.2% | +173.1% | -164.0% | -33.7% |
| All | +9.2% | +170.9% | -161.7% | -33.7% |
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