+877.2%
DECK vs KMX
+0.3%
+876.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +1.0% | -0.3% |
| 7D | +5.8% | -7.4% | +13.1% | +8.9% |
| 30D | +7.9% | -3.4% | +11.3% | +9.1% |
| 3M | -11.4% | -11.3% | -0.1% | -7.7% |
| 6M | -16.6% | +30.6% | -47.1% | -26.1% |
| YTD | -16.4% | +33.2% | -49.6% | -28.3% |
| 1Y | +8.6% | +66.7% | -58.1% | -15.4% |
| 3Y | -15.1% | -22.1% | +6.9% | -13.6% |
| 5Y | +22.9% | -66.7% | +89.6% | +73.6% |
| All | +877.2% | +0.3% | +876.9% | +678.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling