+488.1%
KMX vs PFG
+985.4%
-497.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | +3.4% | +2.4% | +1.0% | +2.4% |
| 30D | +6.8% | +5.9% | +1.0% | +4.5% |
| 3M | -11.4% | -0.4% | -10.9% | -11.1% |
| 6M | +43.6% | +14.8% | +28.7% | +35.0% |
| YTD | +37.7% | +31.9% | +5.8% | +22.0% |
| 1Y | +53.0% | +38.8% | +14.2% | +32.8% |
| 3Y | -16.3% | +82.4% | -98.7% | -35.0% |
| 5Y | -64.2% | +94.7% | -158.9% | -72.9% |
| 10Y | -2.8% | +187.0% | -189.8% | -40.0% |
| All | +488.1% | +985.4% | -497.3% | +60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling