+122.8%
DAL vs KMX
+0.3%
+122.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +3.1% |
| 7D | +8.8% | -7.4% | +16.2% | +12.6% |
| 30D | +5.4% | -3.4% | +8.8% | +6.8% |
| 3M | -4.9% | -11.3% | +6.4% | -0.3% |
| 6M | +19.8% | +30.6% | -10.7% | +4.0% |
| YTD | +27.0% | +33.2% | -6.2% | +6.1% |
| 1Y | +52.5% | +66.7% | -14.3% | +14.1% |
| 3Y | +173.8% | -22.1% | +195.9% | +177.7% |
| 5Y | +104.5% | -66.7% | +171.3% | +205.1% |
| All | +122.8% | +0.3% | +122.6% | +83.2% |
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