-98.3%
DFNS vs KMX
+5.0%
-103.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | 0.0% |
| 7D | -16.0% | +1.9% | -17.9% | -16.8% |
| 30D | -77.7% | +11.7% | -89.4% | -79.2% |
| 3M | -77.2% | +34.9% | -112.1% | -79.8% |
| 6M | -95.2% | +50.3% | -145.4% | -96.0% |
| YTD | -98.0% | +63.8% | -161.8% | -98.4% |
| 1Y | -98.3% | +3.8% | -102.1% | -98.4% |
| All | -98.3% | +5.0% | -103.3% | -98.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling