-22.4%
KMX vs PENG
+108.8%
-131.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.4% | -5.4% | +0.1% |
| 7D | +1.9% | +4.5% | -2.6% | +1.2% |
| 30D | +11.7% | -7.1% | +18.8% | +12.5% |
| 3M | +34.9% | -27.3% | +62.2% | +37.7% |
| 6M | +50.3% | +169.6% | -119.3% | +19.7% |
| YTD | +63.8% | +164.6% | -100.8% | +30.0% |
| 1Y | +3.8% | +109.5% | -105.6% | -14.3% |
| All | -22.4% | +108.8% | -131.2% | -41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling