+893.2%
PEP vs KMX
+389.9%
+503.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +1.1% | -2.3% | +3.3% | +1.3% |
| 30D | +13.6% | +6.3% | +7.3% | +12.9% |
| 3M | +5.1% | -7.4% | +12.5% | +5.7% |
| 6M | -1.6% | +37.9% | -39.5% | -4.9% |
| YTD | +3.3% | +39.5% | -36.1% | -0.6% |
| 1Y | +3.2% | +57.9% | -54.6% | -1.9% |
| 3Y | -3.9% | -15.0% | +11.1% | -4.9% |
| 5Y | +4.0% | -64.1% | +68.2% | +9.4% |
| 10Y | +90.1% | -1.6% | +91.8% | +79.1% |
| All | +893.2% | +389.9% | +503.3% | +770.3% |
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 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