+741.1%
DECK vs KMX
+5.5%
+735.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.5% | +1.1% |
| 7D | -2.2% | +1.9% | -4.1% | -2.9% |
| 30D | -13.6% | +11.7% | -25.3% | -17.4% |
| 3M | -21.2% | +34.9% | -56.1% | -30.6% |
| 6M | -21.1% | +50.3% | -71.3% | -34.2% |
| YTD | -17.2% | +63.8% | -81.0% | -34.3% |
| 1Y | -30.7% | +3.8% | -34.6% | -35.4% |
| 3Y | -3.4% | -24.3% | +20.9% | -0.1% |
| 5Y | +25.5% | -50.2% | +75.8% | +48.9% |
| All | +741.1% | +5.5% | +735.6% | +551.9% |
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 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