+351.3%
DAL vs KMX
+153.1%
+198.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.3% |
| 7D | +0.1% | +1.9% | -1.8% | -0.8% |
| 30D | -13.9% | +11.7% | -25.6% | -18.6% |
| 3M | +1.1% | +34.9% | -33.8% | -13.9% |
| 6M | +26.2% | +50.3% | -24.0% | -0.2% |
| YTD | +16.4% | +63.8% | -47.4% | -12.7% |
| 1Y | +33.9% | +3.8% | +30.0% | +21.1% |
| 3Y | +93.4% | -24.3% | +117.7% | +97.6% |
| 5Y | +106.4% | -50.2% | +156.6% | +142.6% |
| 10Y | +143.0% | +5.4% | +137.6% | +79.2% |
| All | +351.3% | +153.1% | +198.2% | +34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling