-54.7%
KMX vs PFG
+109.8%
-164.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.2% |
| 7D | -1.9% | +3.2% | -5.1% | -4.2% |
| 30D | +2.6% | +0.9% | +1.6% | +1.6% |
| 3M | +25.6% | +7.7% | +17.9% | +18.2% |
| 6M | +41.9% | +29.0% | +12.9% | +16.7% |
| YTD | +56.0% | +32.5% | +23.6% | +25.5% |
| 1Y | -1.8% | +47.3% | -49.1% | -27.2% |
| 3Y | -25.7% | +68.2% | -94.0% | -50.4% |
| 5Y | -54.7% | +108.5% | -163.2% | -74.0% |
| All | -54.7% | +109.8% | -164.5% | -74.0% |
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