+392.2%
DAL vs KMX
+105.8%
+286.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +3.2% |
| 7D | +8.8% | -7.4% | +16.2% | +12.9% |
| 30D | +5.4% | -3.4% | +8.8% | +6.9% |
| 3M | -4.9% | -11.3% | +6.4% | +0.1% |
| 6M | +19.8% | +30.6% | -10.7% | +2.8% |
| YTD | +27.0% | +33.2% | -6.2% | +4.7% |
| 1Y | +52.5% | +66.7% | -14.3% | +11.9% |
| 3Y | +173.8% | -22.1% | +195.9% | +175.2% |
| 5Y | +104.5% | -66.7% | +171.3% | +197.1% |
| 10Y | +129.7% | +1.9% | +127.8% | +70.6% |
| All | +392.2% | +105.8% | +286.4% | +61.7% |
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