-99.6%
DFNS vs KMX
+35.0%
-134.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +3.3% | -21.6% | -20.2% |
| 7D | -27.7% | +2.1% | -29.8% | -29.2% |
| 30D | -58.0% | +0.5% | -58.5% | -58.6% |
| 3M | -94.0% | -4.1% | -89.9% | -94.0% |
| 6M | -94.6% | +49.5% | -144.1% | -95.6% |
| YTD | -99.4% | +42.7% | -142.1% | -99.5% |
| 1Y | -99.6% | +35.3% | -135.0% | -99.7% |
| All | -99.6% | +35.0% | -134.6% | -99.7% |
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 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