+879.0%
PEP vs KMX
+391.9%
+487.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.7% | -0.1% |
| 7D | +1.0% | -4.1% | +5.1% | +1.4% |
| 30D | +12.6% | +2.9% | +9.8% | +12.2% |
| 3M | +3.1% | -7.0% | +10.1% | +3.7% |
| 6M | -6.3% | +34.1% | -40.4% | -9.2% |
| YTD | +1.9% | +40.0% | -38.2% | -2.1% |
| 1Y | +3.3% | +67.2% | -63.9% | -2.4% |
| 3Y | -4.8% | -13.4% | +8.6% | -6.0% |
| 5Y | +2.0% | -65.1% | +67.1% | +7.6% |
| 10Y | +80.3% | +6.9% | +73.4% | +68.7% |
| All | +879.0% | +391.9% | +487.1% | +757.6% |
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