-17.5%
PINS vs KMX
-21.6%
+4.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +3.0% | +0.4% |
| 7D | -5.2% | -0.7% | -4.5% | -5.0% |
| 30D | -14.9% | +4.1% | -19.1% | -16.3% |
| 3M | -8.4% | +27.5% | -35.9% | -17.5% |
| 6M | +0.6% | +43.6% | -42.9% | -15.2% |
| YTD | -22.2% | +56.8% | -79.0% | -37.6% |
| 1Y | -46.9% | -1.3% | -45.6% | -49.8% |
| 3Y | -26.9% | -25.4% | -1.5% | -25.3% |
| 5Y | -63.0% | -53.9% | -9.1% | -54.2% |
| All | -17.5% | -21.6% | +4.2% | -24.6% |
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