+18.3%
DBX vs KMX
+5.0%
+13.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.5% | -2.5% |
| 7D | -2.4% | +1.9% | -4.3% | -2.5% |
| 30D | -0.5% | +11.7% | -12.2% | -1.1% |
| 3M | +28.1% | +34.9% | -6.8% | +25.7% |
| 6M | +33.1% | +50.3% | -17.2% | +29.3% |
| YTD | +25.3% | +63.8% | -38.5% | +21.0% |
| 1Y | +18.3% | +3.8% | +14.5% | +15.0% |
| All | +18.3% | +5.0% | +13.4% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling