+58.5%
DD vs KMX
-54.8%
+113.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -2.9% | -3.4% | +0.5% | -2.1% |
| 30D | -11.5% | +4.0% | -15.5% | -12.5% |
| 3M | -5.4% | +24.8% | -30.2% | -11.5% |
| 6M | -6.9% | +43.6% | -50.5% | -17.1% |
| YTD | +6.9% | +56.6% | -49.7% | -7.5% |
| 1Y | +35.6% | +2.2% | +33.4% | +30.4% |
| 3Y | +42.5% | -25.4% | +68.0% | +47.3% |
| 5Y | +58.5% | -55.0% | +113.5% | +86.4% |
| All | +58.5% | -54.8% | +113.3% | +86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling