+467.1%
DDOG vs KMX
-26.3%
+493.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.1% |
| 7D | -10.1% | +1.9% | -12.0% | -10.6% |
| 30D | -24.8% | +11.7% | -36.5% | -27.1% |
| 3M | -12.6% | +34.9% | -47.5% | -19.9% |
| 6M | +79.9% | +50.3% | +29.7% | +58.4% |
| YTD | +56.6% | +63.8% | -7.2% | +33.8% |
| 1Y | +61.6% | +3.8% | +57.7% | +54.9% |
| 3Y | +117.9% | -24.3% | +142.2% | +124.8% |
| 5Y | +54.2% | -50.2% | +104.5% | +75.3% |
| All | +467.1% | -26.3% | +493.3% | +458.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling