+413.0%
KMX vs PEGA
+252.2%
+160.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | -0.1% |
| 7D | +1.5% | -8.2% | +9.7% | +2.9% |
| 30D | +3.0% | -11.6% | +14.6% | +5.0% |
| 3M | -7.8% | -4.2% | -3.7% | -7.4% |
| 6M | +34.3% | -12.0% | +46.3% | +36.0% |
| YTD | +40.2% | -46.9% | +87.1% | +52.4% |
| 1Y | +63.0% | -47.0% | +110.0% | +76.9% |
| 3Y | -14.5% | +40.9% | -55.4% | -23.0% |
| 5Y | -64.3% | -45.4% | -19.0% | -63.8% |
| 10Y | +2.8% | +95.9% | -93.1% | -14.1% |
| All | +413.0% | +252.2% | +160.8% | +158.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling