-20.2%
KMX vs PENG
+597.2%
-617.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +12.4% | -14.5% | -3.9% |
| 7D | -7.4% | -19.4% | +12.1% | -5.3% |
| 30D | -3.4% | -42.4% | +39.0% | +3.1% |
| 3M | -11.3% | -25.6% | +14.3% | -9.9% |
| 6M | +30.6% | +7.3% | +23.3% | +20.4% |
| YTD | +33.2% | +113.9% | -80.6% | +7.6% |
| 1Y | +66.7% | +93.6% | -26.9% | +36.6% |
| 3Y | -22.1% | +170.2% | -192.3% | -41.6% |
| 5Y | -66.7% | +44.2% | -110.9% | -74.1% |
| All | -20.2% | +597.2% | -617.4% | -46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling