+728.2%
DD vs KMX
+383.8%
+344.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.9% |
| 7D | +5.0% | +3.4% | +1.6% | +4.2% |
| 30D | +19.7% | +6.8% | +12.9% | +17.7% |
| 3M | +7.2% | -11.4% | +18.6% | +9.5% |
| 6M | +1.0% | +43.6% | -42.5% | -7.8% |
| YTD | +29.1% | +37.7% | -8.6% | +18.0% |
| 1Y | +28.5% | +53.0% | -24.5% | +14.6% |
| 3Y | +89.4% | -16.3% | +105.8% | +87.7% |
| 5Y | +67.1% | -64.2% | +131.4% | +92.0% |
| 10Y | +97.5% | -2.8% | +100.4% | +81.5% |
| All | +728.2% | +383.8% | +344.4% | +506.9% |
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 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