-1.9%
KMX vs PENG
+762.7%
-764.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.4% | -5.4% | 0.0% |
| 7D | +1.9% | +4.5% | -2.6% | +1.2% |
| 30D | +11.7% | -7.1% | +18.8% | +12.6% |
| 3M | +34.9% | -27.3% | +62.2% | +38.0% |
| 6M | +50.3% | +169.6% | -119.3% | +20.9% |
| YTD | +63.8% | +164.6% | -100.8% | +31.5% |
| 1Y | +3.8% | +109.5% | -105.6% | -13.5% |
| 3Y | -24.3% | +98.9% | -123.2% | -40.4% |
| 5Y | -50.2% | +116.3% | -166.5% | -62.5% |
| All | -1.9% | +762.7% | -764.6% | -34.8% |
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 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