+38.0%
PEG vs KMX
-54.8%
+92.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.2% |
| 7D | -0.9% | -3.4% | +2.5% | -0.6% |
| 30D | -2.8% | +4.0% | -6.8% | -3.1% |
| 3M | -6.9% | +24.8% | -31.7% | -9.0% |
| 6M | -11.4% | +43.6% | -55.0% | -14.8% |
| YTD | -7.4% | +56.6% | -64.0% | -12.0% |
| 1Y | -8.3% | +2.2% | -10.5% | -9.0% |
| 3Y | +31.5% | -25.4% | +57.0% | +33.6% |
| 5Y | +38.0% | -55.0% | +93.0% | +42.1% |
| All | +38.0% | -54.8% | +92.8% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling