+591.6%
DG vs KMX
+155.4%
+436.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -0.6% |
| 7D | +0.3% | +3.4% | -3.1% | -0.3% |
| 30D | +3.2% | +6.8% | -3.6% | +2.0% |
| 3M | +10.4% | -11.4% | +21.8% | +12.7% |
| 6M | +33.2% | +43.6% | -10.4% | +24.4% |
| YTD | +3.0% | +37.7% | -34.8% | -3.9% |
| 1Y | +31.2% | +53.0% | -21.8% | +19.9% |
| 3Y | +21.8% | -16.3% | +38.1% | +19.2% |
| 5Y | -35.0% | -64.2% | +29.3% | -27.4% |
| 10Y | +106.0% | -2.8% | +108.9% | +76.1% |
| All | +591.6% | +155.4% | +436.2% | +337.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling