+1,804.2%
PEG vs KMX
+450.6%
+1,353.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +1.1% |
| 7D | +1.0% | -0.7% | +1.7% | +1.1% |
| 30D | -1.9% | +4.1% | -6.0% | -2.3% |
| 3M | -3.7% | +27.5% | -31.2% | -6.1% |
| 6M | -9.4% | +43.6% | -53.0% | -13.0% |
| YTD | -6.0% | +56.8% | -62.7% | -10.7% |
| 1Y | -4.4% | -1.3% | -3.0% | -5.7% |
| 3Y | +33.5% | -25.4% | +58.9% | +33.6% |
| 5Y | +35.7% | -53.9% | +89.6% | +39.7% |
| 10Y | +140.4% | +0.7% | +139.7% | +126.7% |
| All | +1,804.2% | +450.6% | +1,353.6% | +1,527.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling