-22.2%
PFE vs KMX
-52.4%
+30.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.3% | +2.0% | -1.9% |
| 7D | -2.7% | -0.7% | -2.0% | -2.6% |
| 30D | +3.8% | +4.1% | -0.3% | +3.4% |
| 3M | +10.4% | +27.5% | -17.1% | +7.4% |
| 6M | +6.3% | +43.6% | -37.3% | +1.8% |
| YTD | +17.4% | +56.8% | -39.4% | +11.1% |
| 1Y | +21.1% | -1.3% | +22.5% | +19.9% |
| 3Y | -1.6% | -25.4% | +23.8% | -0.7% |
| 5Y | -22.2% | -53.9% | +31.7% | -23.7% |
| All | -22.2% | -52.4% | +30.3% | -23.7% |
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