+2.0%
PEP vs KMX
-64.7%
+66.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.7% | 0.0% |
| 7D | +1.0% | -4.1% | +5.1% | +1.4% |
| 30D | +12.6% | +2.9% | +9.8% | +12.3% |
| 3M | +3.1% | -7.0% | +10.1% | +3.6% |
| 6M | -6.3% | +34.1% | -40.4% | -8.8% |
| YTD | +1.9% | +40.0% | -38.2% | -1.7% |
| 1Y | +3.3% | +67.2% | -63.9% | -1.9% |
| 3Y | -4.8% | -13.4% | +8.6% | -5.8% |
| 5Y | +2.0% | -65.1% | +67.1% | +9.4% |
| All | +2.0% | -64.7% | +66.7% | +9.4% |
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 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