-37.9%
DG vs KMX
-55.0%
+17.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.5% |
| 7D | -4.8% | -1.9% | -3.0% | -4.5% |
| 30D | +1.8% | +2.6% | -0.8% | +1.3% |
| 3M | +14.5% | +25.6% | -11.1% | +10.4% |
| 6M | -13.6% | +41.9% | -55.4% | -18.3% |
| YTD | -4.8% | +56.0% | -60.9% | -11.6% |
| 1Y | +21.6% | -1.8% | +23.3% | +18.9% |
| 3Y | +4.5% | -25.7% | +30.2% | +3.6% |
| All | -37.9% | -55.0% | +17.1% | -35.0% |
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