-16.1%
KMX vs PENG
+661.7%
-677.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +9.3% | -4.1% | +3.8% |
| 7D | -4.1% | -3.8% | -0.3% | -4.4% |
| 30D | +2.9% | -40.1% | +42.9% | +9.3% |
| 3M | -7.0% | -21.8% | +14.8% | -6.2% |
| 6M | +34.1% | +3.3% | +30.8% | +25.0% |
| YTD | +40.0% | +133.6% | -93.6% | +11.6% |
| 1Y | +67.2% | +110.7% | -43.5% | +35.4% |
| 3Y | -13.4% | +204.3% | -217.7% | -36.2% |
| 5Y | -65.1% | +54.4% | -119.4% | -73.1% |
| All | -16.1% | +661.7% | -677.8% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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