+121.1%
DDOG vs KMX
-26.3%
+147.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.5% | +7.6% | +7.2% |
| 7D | +7.7% | -1.9% | +9.5% | +7.8% |
| 30D | -13.6% | +2.6% | -16.2% | -13.8% |
| 3M | -0.9% | +25.6% | -26.5% | -2.4% |
| 6M | +75.2% | +41.9% | +33.4% | +70.8% |
| YTD | +65.7% | +56.0% | +9.6% | +60.5% |
| 1Y | +60.4% | -1.8% | +62.2% | +69.5% |
| All | +121.1% | -26.3% | +147.5% | +135.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling