+19.8%
DDOG vs KMX
+35.0%
-15.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +3.3% | -17.7% | -13.6% |
| 7D | -32.2% | +2.1% | -34.3% | -31.7% |
| 30D | -31.7% | +0.5% | -32.2% | -31.2% |
| 3M | -34.5% | -4.1% | -30.4% | -34.4% |
| 6M | +28.7% | +49.5% | -20.9% | +44.3% |
| YTD | +38.8% | +42.7% | -3.9% | +63.7% |
| 1Y | +19.8% | +35.3% | -15.5% | +43.0% |
| All | +19.8% | +35.0% | -15.2% | +43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling