+130.1%
PNC vs KMX
-26.1%
+156.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -0.9% | -3.4% | +2.5% | -0.1% |
| 30D | -4.4% | +4.0% | -8.4% | -5.4% |
| 3M | +5.3% | +24.8% | -19.5% | -1.1% |
| 6M | +19.6% | +43.6% | -24.0% | +7.1% |
| YTD | +19.1% | +56.6% | -37.5% | +3.5% |
| 1Y | +24.3% | +2.2% | +22.1% | +21.4% |
| All | +130.1% | -26.1% | +156.1% | +133.7% |
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