+1.6%
PG vs KMX
-25.1%
+26.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.6% |
| 7D | -0.8% | -3.1% | +2.3% | -0.7% |
| 30D | +0.8% | +4.4% | -3.6% | +0.7% |
| 3M | -1.3% | +18.9% | -20.2% | -1.9% |
| 6M | -3.8% | +44.3% | -48.1% | -5.1% |
| YTD | +3.6% | +58.7% | -55.1% | +1.6% |
| 1Y | -5.7% | +0.1% | -5.8% | -6.1% |
| 3Y | +1.6% | -24.4% | +26.0% | +1.2% |
| All | +1.6% | -25.1% | +26.7% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling