+390.4%
DDOG vs KMX
-38.0%
+428.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.5% |
| 7D | +2.9% | +3.4% | -0.5% | +2.0% |
| 30D | -31.6% | +6.8% | -38.4% | -33.2% |
| 3M | -27.0% | -11.4% | -15.6% | -25.5% |
| 6M | -10.3% | +43.6% | -53.9% | -20.3% |
| YTD | +35.4% | +37.7% | -2.3% | +19.8% |
| 1Y | -1.0% | +53.0% | -53.9% | -15.3% |
| 3Y | +76.7% | -16.3% | +93.0% | +71.6% |
| 5Y | -4.6% | -64.2% | +59.6% | +16.6% |
| All | +390.4% | -38.0% | +428.5% | +400.4% |
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 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