+66.7%
KMX vs PENG
+88.9%
-22.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +12.4% | -14.5% | -2.5% |
| 7D | -7.4% | -19.4% | +12.1% | -6.8% |
| 30D | -3.4% | -42.4% | +39.0% | -1.6% |
| 3M | -11.3% | -25.6% | +14.3% | -11.3% |
| 6M | +30.6% | +7.3% | +23.3% | +23.3% |
| YTD | +33.2% | +113.9% | -80.6% | +12.1% |
| 1Y | +66.7% | +93.6% | -26.9% | +42.7% |
| All | +66.7% | +88.9% | -22.2% | +42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling