+79.1%
PEP vs KMX
+3.6%
+75.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -1.7% | -1.9% | +0.2% | -1.5% |
| 30D | +0.3% | +2.6% | -2.3% | -0.1% |
| 3M | -3.2% | +25.6% | -28.8% | -6.4% |
| 6M | -13.6% | +41.9% | -55.4% | -18.1% |
| YTD | -1.9% | +56.0% | -57.9% | -8.5% |
| 1Y | -0.6% | -1.8% | +1.2% | -2.1% |
| 3Y | -13.6% | -25.7% | +12.1% | -13.1% |
| 5Y | +3.2% | -54.7% | +58.0% | +9.8% |
| 10Y | +79.1% | +9.2% | +69.9% | +66.3% |
| All | +79.1% | +3.6% | +75.5% | +66.3% |
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