+455.2%
PFE vs KMX
+475.4%
-20.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.3% | -1.4% |
| 7D | +1.8% | +1.9% | -0.1% | +1.5% |
| 30D | +10.2% | +11.7% | -1.5% | +8.9% |
| 3M | +12.7% | +34.9% | -22.2% | +8.9% |
| 6M | +10.5% | +50.3% | -39.7% | +5.2% |
| YTD | +20.2% | +63.8% | -43.6% | +13.1% |
| 1Y | +24.1% | +3.8% | +20.2% | +21.6% |
| 3Y | -3.6% | -24.3% | +20.7% | -3.5% |
| 5Y | -20.9% | -50.2% | +29.4% | -18.9% |
| 10Y | +35.8% | +5.4% | +30.5% | +25.5% |
| All | +455.2% | +475.4% | -20.2% | +369.0% |
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