+489.1%
DDOG vs KMX
-28.6%
+517.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -0.6% |
| 7D | +3.9% | -3.1% | +7.0% | +4.7% |
| 30D | -8.2% | +4.4% | -12.6% | -9.3% |
| 3M | -5.6% | +18.9% | -24.5% | -10.5% |
| 6M | +73.5% | +44.3% | +29.2% | +54.3% |
| YTD | +62.7% | +58.7% | +4.0% | +40.1% |
| 1Y | +59.0% | +0.1% | +58.9% | +53.9% |
| 3Y | +117.1% | -24.4% | +141.6% | +123.1% |
| 5Y | +61.3% | -54.4% | +115.7% | +87.1% |
| All | +489.1% | -28.6% | +517.7% | +485.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling