+24.6%
DECK vs KMX
-66.8%
+91.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +1.0% | -0.4% |
| 7D | +5.8% | -7.4% | +13.1% | +8.5% |
| 30D | +7.9% | -3.4% | +11.3% | +8.9% |
| 3M | -11.4% | -11.3% | -0.1% | -8.1% |
| 6M | -16.6% | +30.6% | -47.1% | -25.0% |
| YTD | -16.4% | +33.2% | -49.6% | -27.1% |
| 1Y | +8.6% | +66.7% | -58.1% | -13.1% |
| 3Y | -15.1% | -22.1% | +6.9% | -12.3% |
| All | +24.6% | -66.8% | +91.3% | +98.3% |
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