+22.3%
DBX vs KMX
+5.1%
+17.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.5% | -2.7% |
| 7D | -2.4% | +1.9% | -4.3% | -2.9% |
| 30D | -0.5% | +11.7% | -12.2% | -3.0% |
| 3M | +28.1% | +34.9% | -6.8% | +18.5% |
| 6M | +33.1% | +50.3% | -17.2% | +18.9% |
| YTD | +25.3% | +63.8% | -38.5% | +8.9% |
| 1Y | +18.3% | +3.8% | +14.5% | +13.4% |
| 3Y | +25.0% | -24.3% | +49.3% | +27.1% |
| 5Y | +7.5% | -50.2% | +57.8% | +17.1% |
| All | +22.3% | +5.1% | +17.2% | +2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling