+5,598.8%
DE vs KMX
+448.1%
+5,150.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.4% |
| 7D | -3.0% | -1.9% | -1.2% | -2.7% |
| 30D | +11.1% | +2.6% | +8.6% | +10.6% |
| 3M | +17.6% | +25.6% | -8.0% | +11.9% |
| 6M | +13.6% | +41.9% | -28.3% | +4.9% |
| YTD | +46.3% | +56.0% | -9.8% | +32.1% |
| 1Y | +44.2% | -1.8% | +46.0% | +40.3% |
| 3Y | +76.6% | -25.7% | +102.3% | +78.4% |
| 5Y | +98.2% | -54.7% | +153.0% | +113.1% |
| 10Y | +863.5% | +9.2% | +854.4% | +756.0% |
| All | +5,598.8% | +448.1% | +5,150.8% | +3,727.6% |
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