+153.0%
DASH vs KMX
-23.7%
+176.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.0% | -5.7% | -4.9% |
| 7D | -10.6% | +1.9% | -12.5% | -11.1% |
| 30D | +2.2% | +11.7% | -9.5% | -1.3% |
| 3M | +32.3% | +34.9% | -2.6% | +19.9% |
| 6M | +19.1% | +50.3% | -31.1% | +3.1% |
| YTD | -6.5% | +63.8% | -70.3% | -21.7% |
| 1Y | -14.9% | +3.8% | -18.7% | -19.4% |
| All | +153.0% | -23.7% | +176.7% | +138.3% |
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