-16.0%
KMX vs PENG
+644.0%
-660.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.5% | +0.5% |
| 7D | +1.5% | -16.1% | +17.6% | +3.5% |
| 30D | +3.0% | -41.5% | +44.5% | +9.8% |
| 3M | -7.8% | -19.1% | +11.3% | -7.5% |
| 6M | +34.3% | +0.9% | +33.4% | +25.6% |
| YTD | +40.2% | +128.2% | -88.0% | +12.2% |
| 1Y | +63.0% | +98.6% | -35.6% | +33.2% |
| 3Y | -14.5% | +188.2% | -202.7% | -36.5% |
| 5Y | -64.3% | +55.5% | -119.8% | -72.5% |
| All | -16.0% | +644.0% | -660.0% | -44.4% |
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