+98.6%
DASH vs KMX
-13.7%
+112.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -10.2% | -2.3% | -8.0% | -9.5% |
| 30D | -8.2% | +6.3% | -14.5% | -9.8% |
| 3M | -15.9% | -7.4% | -8.5% | -14.0% |
| 6M | +13.3% | +37.9% | -24.6% | +2.8% |
| YTD | -21.3% | +39.5% | -60.8% | -30.0% |
| 1Y | -11.1% | +57.9% | -69.0% | -24.5% |
| All | +98.6% | -13.7% | +112.3% | +95.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling