+4,404.4%
DELL vs KMX
+11.6%
+4,392.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.3% | +10.7% | +11.6% |
| 7D | +8.2% | -3.1% | +11.3% | +9.3% |
| 30D | +17.1% | +4.4% | +12.6% | +15.5% |
| 3M | +45.2% | +18.9% | +26.3% | +35.8% |
| 6M | +286.8% | +44.3% | +242.5% | +238.3% |
| YTD | +354.8% | +58.7% | +296.1% | +285.0% |
| 1Y | +358.3% | +0.1% | +358.1% | +338.8% |
| 3Y | +724.9% | -24.4% | +749.3% | +742.2% |
| 5Y | +1,193.7% | -54.4% | +1,248.1% | +1,387.5% |
| All | +4,404.4% | +11.6% | +4,392.8% | +3,824.2% |
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