+95.6%
DG vs KMX
+10.2%
+85.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.6% | -1.3% |
| 7D | -6.3% | -3.4% | -2.9% | -5.8% |
| 30D | +2.4% | +4.0% | -1.6% | +1.7% |
| 3M | +12.4% | +24.8% | -12.4% | +8.1% |
| 6M | -14.9% | +43.6% | -58.5% | -20.4% |
| YTD | -6.1% | +56.6% | -62.7% | -13.6% |
| 1Y | +17.9% | +2.2% | +15.6% | +14.8% |
| 3Y | +3.1% | -25.4% | +28.6% | +2.9% |
| 5Y | -38.7% | -55.0% | +16.4% | -34.8% |
| All | +95.6% | +10.2% | +85.5% | +61.6% |
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