+3.2%
PEP vs KMX
+60.9%
-57.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +1.1% | -2.3% | +3.3% | +1.2% |
| 30D | +13.6% | +6.3% | +7.3% | +13.1% |
| 3M | +5.1% | -7.4% | +12.5% | +5.5% |
| 6M | -1.6% | +37.9% | -39.5% | -3.4% |
| YTD | +3.3% | +39.5% | -36.1% | +0.9% |
| 1Y | +3.2% | +57.9% | -54.6% | -0.4% |
| All | +3.2% | +60.9% | -57.7% | -0.4% |
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