+849.7%
PEP vs KMX
+475.4%
+374.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | -1.4% | +1.9% | -3.3% | -1.6% |
| 30D | +0.2% | +11.7% | -11.5% | -0.8% |
| 3M | -1.1% | +34.9% | -36.0% | -4.0% |
| 6M | -13.5% | +50.3% | -63.7% | -17.1% |
| YTD | -1.2% | +63.8% | -65.0% | -6.2% |
| 1Y | -1.6% | +3.8% | -5.4% | -3.2% |
| 3Y | -12.5% | -24.3% | +11.8% | -12.5% |
| 5Y | +3.0% | -50.2% | +53.3% | +5.1% |
| 10Y | +73.9% | +5.4% | +68.5% | +62.7% |
| All | +849.7% | +475.4% | +374.3% | +721.2% |
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