+8.0%
KMX vs PTEN
-15.6%
+23.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -3.1% | +3.5% | -6.6% | -3.7% |
| 30D | +4.4% | +17.5% | -13.1% | +1.1% |
| 3M | +18.9% | +12.7% | +6.2% | +15.2% |
| 6M | +44.3% | +33.1% | +11.2% | +34.2% |
| YTD | +58.7% | +116.4% | -57.7% | +34.3% |
| 1Y | +0.1% | +141.2% | -141.1% | -17.4% |
| 3Y | -24.4% | -3.8% | -20.6% | -28.4% |
| 5Y | -54.4% | +92.7% | -147.1% | -63.5% |
| All | +8.0% | -15.6% | +23.6% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 10y: compounded portfolio wealth divided by compounded PTEN 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…
10y analysis · Full analysis span regression · 6 months rolling