+59.9%
DDOG vs KMX
-54.2%
+114.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.5% | +7.6% | +7.3% |
| 7D | +7.7% | -1.9% | +9.5% | +8.2% |
| 30D | -13.6% | +2.6% | -16.2% | -14.3% |
| 3M | -0.9% | +25.6% | -26.5% | -7.9% |
| 6M | +75.2% | +41.9% | +33.4% | +55.3% |
| YTD | +65.7% | +56.0% | +9.6% | +41.6% |
| 1Y | +60.4% | -1.8% | +62.2% | +58.1% |
| 3Y | +130.7% | -25.7% | +156.4% | +143.7% |
| 5Y | +59.9% | -54.7% | +114.6% | +119.8% |
| All | +59.9% | -54.2% | +114.0% | +119.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling