+608.7%
DD vs KMX
+475.4%
+133.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.7% | +0.1% |
| 7D | -3.5% | +1.9% | -5.4% | -3.9% |
| 30D | -10.3% | +11.7% | -22.0% | -12.5% |
| 3M | -7.5% | +34.9% | -42.4% | -13.9% |
| 6M | -8.0% | +50.3% | -58.3% | -16.9% |
| YTD | +10.5% | +63.8% | -53.3% | -2.3% |
| 1Y | +38.3% | +3.8% | +34.4% | +32.8% |
| 3Y | +42.5% | -24.3% | +66.8% | +44.2% |
| 5Y | +60.2% | -50.2% | +110.4% | +71.9% |
| 10Y | +68.9% | +5.4% | +63.5% | +52.3% |
| All | +608.7% | +475.4% | +133.3% | +402.6% |
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