-25.4%
KMX vs PEGA
+48.1%
-73.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.2% | -0.1% | -3.6% |
| 7D | -0.7% | -2.4% | +1.7% | -0.3% |
| 30D | +4.1% | +9.6% | -5.5% | +2.4% |
| 3M | +27.5% | +2.3% | +25.2% | +26.4% |
| 6M | +43.6% | -23.9% | +67.5% | +49.4% |
| YTD | +56.8% | -39.8% | +96.5% | +69.6% |
| 1Y | -1.3% | -37.4% | +36.1% | +5.7% |
| 3Y | -25.4% | +53.1% | -78.5% | -40.3% |
| All | -25.4% | +48.1% | -73.4% | -40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling