-14.1%
DECK vs KMX
-20.9%
+6.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | -0.1% |
| 7D | +6.0% | -6.4% | +12.4% | +8.2% |
| 30D | +7.4% | -4.9% | +12.3% | +9.0% |
| 3M | -11.7% | -7.2% | -4.5% | -9.9% |
| 6M | -11.0% | +41.2% | -52.2% | -21.3% |
| YTD | -15.4% | +36.1% | -51.5% | -26.4% |
| 1Y | +7.2% | +28.9% | -21.6% | -6.5% |
| All | -14.1% | -20.9% | +6.8% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling