+23.7%
DBX vs KMX
-26.3%
+50.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.4% |
| 7D | +0.3% | -1.9% | +2.1% | +0.6% |
| 30D | 0.0% | +2.6% | -2.6% | -0.4% |
| 3M | +26.1% | +25.6% | +0.5% | +21.0% |
| 6M | +29.4% | +41.9% | -12.5% | +20.6% |
| YTD | +24.4% | +56.0% | -31.6% | +13.3% |
| 1Y | +10.9% | -1.8% | +12.6% | +10.5% |
| All | +23.7% | -26.3% | +50.1% | +26.9% |
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