+99.6%
DE vs KMX
-54.8%
+154.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.6% |
| 7D | -2.6% | -3.1% | +0.5% | -2.0% |
| 30D | +9.0% | +4.4% | +4.6% | +8.1% |
| 3M | +19.1% | +18.9% | +0.2% | +14.9% |
| 6M | +14.4% | +44.3% | -29.9% | +5.6% |
| YTD | +45.9% | +58.7% | -12.8% | +31.8% |
| 1Y | +43.6% | +0.1% | +43.5% | +40.9% |
| 3Y | +75.9% | -24.4% | +100.3% | +79.7% |
| All | +99.6% | -54.8% | +154.4% | +119.3% |
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 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