-49.1%
PNR vs KMX
+3.5%
-52.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | -6.0% | -3.1% | -2.9% | -5.7% |
| 30D | -14.0% | +4.4% | -18.4% | -14.4% |
| 3M | -21.7% | +18.9% | -40.6% | -23.6% |
| 6M | -37.3% | +44.3% | -81.6% | -40.8% |
| YTD | -45.1% | +58.7% | -103.8% | -48.6% |
| 1Y | -49.1% | +0.1% | -49.2% | -51.5% |
| All | -49.1% | +3.5% | -52.6% | -51.5% |
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