+2.2%
KMX vs PFG
+49.2%
-46.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | 0.0% |
| 7D | -3.4% | -3.0% | -0.4% | -2.1% |
| 30D | +4.0% | +2.5% | +1.5% | +2.8% |
| 3M | +24.8% | +6.1% | +18.7% | +21.0% |
| 6M | +43.6% | +31.3% | +12.3% | +22.2% |
| YTD | +56.6% | +33.6% | +23.1% | +32.2% |
| 1Y | +2.2% | +48.5% | -46.3% | -17.9% |
| All | +2.2% | +49.2% | -46.9% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling