-7.4%
PEG vs KMX
+35.0%
-42.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | +0.6% |
| 7D | +1.0% | +2.1% | -1.1% | +1.1% |
| 30D | +6.6% | +0.5% | +6.1% | +6.6% |
| 3M | -3.1% | -4.1% | +1.0% | -3.3% |
| 6M | -7.4% | +49.5% | -56.9% | -5.2% |
| YTD | -6.4% | +42.7% | -49.1% | -4.0% |
| 1Y | -7.4% | +35.3% | -42.8% | -5.0% |
| All | -7.4% | +35.0% | -42.4% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 1y: compounded portfolio wealth divided by compounded KMX 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…
1y analysis · Full analysis span regression · 6 months rolling