+24.3%
DECK vs KMX
-65.6%
+89.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | 0.0% |
| 7D | +6.0% | -6.4% | +12.4% | +8.4% |
| 30D | +7.4% | -4.9% | +12.3% | +9.1% |
| 3M | -11.7% | -7.2% | -4.5% | -9.8% |
| 6M | -11.0% | +41.2% | -52.2% | -22.1% |
| YTD | -15.4% | +36.1% | -51.5% | -26.7% |
| 1Y | +7.2% | +28.9% | -21.6% | -6.9% |
| 3Y | -11.8% | -21.5% | +9.6% | -9.2% |
| 5Y | +24.3% | -66.0% | +90.3% | +93.1% |
| All | +24.3% | -65.6% | +89.9% | +93.1% |
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