-100.0%
DFNS vs KMX
-64.5%
-35.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.6% | +13.3% | +12.7% |
| 7D | -13.0% | -2.3% | -10.7% | -13.4% |
| 30D | -56.9% | +6.3% | -63.2% | -56.4% |
| 3M | -93.2% | -7.4% | -85.8% | -93.3% |
| 6M | -95.4% | +37.9% | -133.3% | -95.1% |
| YTD | -99.5% | +39.5% | -139.0% | -99.5% |
| 1Y | -99.6% | +57.9% | -157.5% | -99.6% |
| 3Y | -100.0% | -15.0% | -85.0% | -100.0% |
| 5Y | -100.0% | -64.1% | -35.9% | -100.0% |
| All | -100.0% | -64.5% | -35.5% | -100.0% |
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