-5.9%
DASH vs KMX
-41.6%
+35.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | -2.8% | +1.5% | -4.3% | -3.3% |
| 30D | -9.3% | +3.0% | -12.3% | -10.5% |
| 3M | -15.1% | -7.8% | -7.3% | -12.1% |
| 6M | +8.7% | +34.3% | -25.6% | -6.2% |
| YTD | -21.3% | +40.2% | -61.5% | -35.2% |
| 1Y | -12.7% | +63.0% | -75.6% | -33.8% |
| 3Y | +103.8% | -14.5% | +118.3% | +91.4% |
| 5Y | -16.8% | -64.3% | +47.5% | +14.6% |
| All | -5.9% | -41.6% | +35.7% | +6.9% |
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