+128.1%
DAL vs KMX
+13.6%
+114.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.1% | +0.2% | +3.0% |
| 7D | +10.0% | -4.1% | +14.1% | +12.1% |
| 30D | +12.0% | +2.9% | +9.2% | +10.5% |
| 3M | +0.8% | -7.0% | +7.8% | +3.5% |
| 6M | +26.2% | +34.1% | -8.0% | +8.2% |
| YTD | +33.7% | +40.0% | -6.3% | +9.2% |
| 1Y | +57.6% | +67.2% | -9.6% | +17.9% |
| 3Y | +183.5% | -13.4% | +196.9% | +173.6% |
| 5Y | +114.2% | -65.1% | +179.2% | +213.3% |
| 10Y | +128.1% | +6.9% | +121.2% | +74.8% |
| All | +128.1% | +13.6% | +114.6% | +74.8% |
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