+66.9%
DD vs KMX
+11.6%
+55.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.7% |
| 7D | -3.5% | -3.1% | -0.4% | -2.5% |
| 30D | -11.7% | +4.4% | -16.1% | -13.0% |
| 3M | -9.2% | +18.9% | -28.1% | -15.1% |
| 6M | -7.2% | +44.3% | -51.5% | -19.8% |
| YTD | +6.6% | +58.7% | -52.1% | -11.3% |
| 1Y | +32.0% | +0.1% | +31.9% | +25.8% |
| 3Y | +42.1% | -24.4% | +66.6% | +45.1% |
| 5Y | +58.1% | -54.4% | +112.5% | +86.0% |
| All | +66.9% | +11.6% | +55.3% | +40.0% |
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 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