-21.9%
PINS vs KMX
-30.0%
+8.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | -1.4% |
| 7D | -6.2% | -4.1% | -2.1% | -4.7% |
| 30D | -10.9% | +2.9% | -13.8% | -12.2% |
| 3M | -19.5% | -7.0% | -12.5% | -17.8% |
| 6M | -10.4% | +34.1% | -44.5% | -21.5% |
| YTD | -26.4% | +40.0% | -66.4% | -38.7% |
| 1Y | -29.6% | +67.2% | -96.9% | -45.9% |
| 3Y | -39.0% | -13.4% | -25.6% | -42.7% |
| 5Y | -59.1% | -65.1% | +5.9% | -43.2% |
| All | -21.9% | -30.0% | +8.1% | -25.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling