-98.2%
DFNS vs KMX
-0.6%
-97.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.2% | -4.4% |
| 7D | +4.6% | -1.9% | +6.5% | +5.8% |
| 30D | -73.9% | +2.6% | -76.5% | -74.4% |
| 3M | -71.7% | +25.6% | -97.3% | -74.0% |
| 6M | -94.6% | +41.9% | -136.4% | -95.4% |
| YTD | -98.1% | +56.0% | -154.1% | -98.4% |
| All | -98.2% | -0.6% | -97.6% | -98.2% |
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 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