-6.5%
KMX vs PFG
+184.0%
-190.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +0.9% |
| 7D | +3.4% | +2.4% | +1.0% | +2.0% |
| 30D | +6.8% | +5.9% | +1.0% | +3.4% |
| 3M | -11.4% | -0.4% | -10.9% | -11.1% |
| 6M | +43.6% | +14.8% | +28.7% | +31.3% |
| YTD | +37.7% | +31.9% | +5.8% | +15.5% |
| 1Y | +53.0% | +38.8% | +14.2% | +24.5% |
| 3Y | -16.3% | +82.4% | -98.7% | -42.2% |
| 5Y | -64.2% | +94.7% | -158.9% | -76.3% |
| All | -6.5% | +184.0% | -190.4% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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