+143.4%
PEG vs KMX
+11.6%
+131.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.3% |
| 7D | -0.9% | -3.1% | +2.2% | -0.4% |
| 30D | -3.7% | +4.4% | -8.2% | -4.4% |
| 3M | -7.3% | +18.9% | -26.2% | -10.0% |
| 6M | -10.5% | +44.3% | -54.8% | -16.2% |
| YTD | -7.5% | +58.7% | -66.2% | -15.1% |
| 1Y | -8.7% | +0.1% | -8.8% | -10.4% |
| 3Y | +31.4% | -24.4% | +55.8% | +32.3% |
| 5Y | +37.8% | -54.4% | +92.2% | +48.3% |
| All | +143.4% | +11.6% | +131.8% | +120.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling