+43.2%
DD vs KMX
-26.3%
+69.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.5% |
| 7D | -3.8% | -1.9% | -1.9% | -3.4% |
| 30D | -9.2% | +2.6% | -11.8% | -9.9% |
| 3M | -9.0% | +25.6% | -34.6% | -14.6% |
| 6M | -5.0% | +41.9% | -46.8% | -14.5% |
| YTD | +7.4% | +56.0% | -48.6% | -6.2% |
| 1Y | +35.1% | -1.8% | +36.9% | +33.4% |
| All | +43.2% | -26.3% | +69.5% | +45.9% |
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