-64.4%
KMX vs PFG
+92.7%
-157.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +0.8% |
| 7D | +3.4% | +2.4% | +1.0% | +1.7% |
| 30D | +6.8% | +5.9% | +1.0% | +2.8% |
| 3M | -11.4% | -0.4% | -10.9% | -11.2% |
| 6M | +43.6% | +14.8% | +28.7% | +28.8% |
| YTD | +37.7% | +31.9% | +5.8% | +11.0% |
| 1Y | +53.0% | +38.8% | +14.2% | +18.9% |
| 3Y | -16.3% | +82.4% | -98.7% | -47.4% |
| All | -64.4% | +92.7% | -157.2% | -78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling