-6.1%
KMX vs PENG
+755.0%
-761.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -4.2% |
| 7D | -0.7% | +7.8% | -8.5% | -1.9% |
| 30D | +4.1% | -12.2% | +16.3% | +5.9% |
| 3M | +27.5% | -20.6% | +48.1% | +29.0% |
| 6M | +43.6% | +180.9% | -137.4% | +14.7% |
| YTD | +56.8% | +162.3% | -105.5% | +26.0% |
| 1Y | -1.3% | +107.3% | -108.6% | -17.7% |
| 3Y | -25.4% | +110.8% | -136.2% | -41.8% |
| 5Y | -53.9% | +117.8% | -171.7% | -65.2% |
| All | -6.1% | +755.0% | -761.1% | -37.5% |
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