+101.8%
DASH vs KMX
-22.6%
+124.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.5% |
| 7D | +0.4% | -7.4% | +7.8% | +3.0% |
| 30D | -6.0% | -3.4% | -2.7% | -4.9% |
| 3M | -15.8% | -11.3% | -4.4% | -12.6% |
| 6M | +7.0% | +30.6% | -23.6% | -1.4% |
| YTD | -20.7% | +33.2% | -53.9% | -28.5% |
| 1Y | -8.5% | +66.7% | -75.3% | -23.9% |
| 3Y | +101.8% | -22.1% | +123.8% | +102.7% |
| All | +101.8% | -22.6% | +124.3% | +102.7% |
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 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