+23.1%
DBX vs KMX
+0.5%
+22.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -1.8% | -3.4% | +1.6% | -1.0% |
| 30D | +2.8% | +4.0% | -1.2% | +1.9% |
| 3M | +26.8% | +24.8% | +2.0% | +19.5% |
| 6M | +32.8% | +43.6% | -10.9% | +19.9% |
| YTD | +26.1% | +56.6% | -30.5% | +10.8% |
| 1Y | +14.1% | +2.2% | +11.9% | +9.7% |
| 3Y | +25.7% | -25.4% | +51.2% | +28.2% |
| 5Y | +11.2% | -55.0% | +66.2% | +24.0% |
| All | +23.1% | +0.5% | +22.6% | +4.1% |
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