+7,774.6%
PGR vs KMX
+457.5%
+7,317.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.7% | +0.5% |
| 7D | -0.6% | -3.1% | +2.5% | -0.2% |
| 30D | +4.9% | +4.4% | +0.5% | +4.3% |
| 3M | +7.6% | +18.9% | -11.3% | +4.6% |
| 6M | +8.3% | +44.3% | -36.0% | +1.8% |
| YTD | +1.7% | +58.7% | -57.0% | -6.0% |
| 1Y | -6.8% | +0.1% | -7.0% | -9.2% |
| 3Y | +73.4% | -24.4% | +97.9% | +72.3% |
| 5Y | +161.2% | -54.4% | +215.6% | +171.8% |
| 10Y | +819.5% | +11.0% | +808.5% | +708.7% |
| All | +7,774.6% | +457.5% | +7,317.2% | +4,784.3% |
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