+599.3%
KMX vs PFG
+1,015.3%
-415.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.6% | +1.7% |
| 7D | +1.9% | +5.5% | -3.6% | -0.5% |
| 30D | +11.7% | +2.4% | +9.3% | +10.4% |
| 3M | +34.9% | +13.6% | +21.3% | +27.3% |
| 6M | +50.3% | +27.9% | +22.4% | +34.6% |
| YTD | +63.8% | +35.6% | +28.2% | +43.1% |
| 1Y | +3.8% | +48.5% | -44.6% | -12.8% |
| 3Y | -24.3% | +66.9% | -91.1% | -39.2% |
| 5Y | -50.2% | +111.0% | -161.2% | -63.6% |
| 10Y | +5.4% | +244.5% | -239.1% | -39.4% |
| All | +599.3% | +1,015.3% | -415.9% | +88.5% |
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