-44.6%
PNR vs KMX
+5.0%
-49.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.2% |
| 7D | -2.4% | +1.9% | -4.3% | -2.6% |
| 30D | -12.8% | +11.7% | -24.4% | -13.9% |
| 3M | -17.0% | +34.9% | -51.9% | -20.4% |
| 6M | -37.4% | +50.3% | -87.7% | -41.3% |
| YTD | -41.6% | +63.8% | -105.4% | -45.6% |
| 1Y | -44.6% | +3.8% | -48.5% | -47.0% |
| All | -44.6% | +5.0% | -49.6% | -47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling