+24.0%
DBX vs KMX
-15.8%
+39.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.4% |
| 7D | -6.3% | 0.0% | -6.3% | -6.4% |
| 30D | -5.9% | +3.5% | -9.4% | -6.6% |
| 3M | -0.4% | -10.4% | +10.1% | +1.2% |
| 6M | +29.8% | +37.6% | -7.8% | +21.2% |
| YTD | +20.5% | +36.1% | -15.5% | +11.3% |
| 1Y | +8.7% | +52.8% | -44.1% | -2.7% |
| All | +24.0% | -15.8% | +39.8% | +27.8% |
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