+481.3%
PFE vs KMX
+392.6%
+88.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -0.7% | +1.5% | -2.2% | -0.9% |
| 30D | +5.3% | +3.0% | +2.3% | +4.9% |
| 3M | +10.1% | -7.8% | +17.9% | +10.9% |
| 6M | +18.0% | +34.3% | -16.3% | +13.8% |
| YTD | +25.8% | +40.2% | -14.4% | +20.2% |
| 1Y | +28.4% | +63.0% | -34.5% | +20.6% |
| 3Y | +20.9% | -14.5% | +35.4% | +19.5% |
| 5Y | -21.5% | -64.3% | +42.8% | -16.7% |
| 10Y | +46.2% | +2.8% | +43.4% | +35.4% |
| All | +481.3% | +392.6% | +88.7% | +398.4% |
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