+7,986.1%
DGX vs KMX
+448.1%
+7,538.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | 0.0% |
| 7D | -2.2% | -1.9% | -0.4% | -2.0% |
| 30D | -0.9% | +2.6% | -3.5% | -1.3% |
| 3M | +15.6% | +25.6% | -10.0% | +12.0% |
| 6M | +17.8% | +41.9% | -24.1% | +11.9% |
| YTD | +37.5% | +56.0% | -18.6% | +28.6% |
| 1Y | +31.2% | -1.8% | +32.9% | +28.8% |
| 3Y | +96.6% | -25.7% | +122.3% | +96.8% |
| 5Y | +64.9% | -54.7% | +119.7% | +71.7% |
| 10Y | +254.6% | +9.2% | +245.4% | +223.6% |
| All | +7,986.1% | +448.1% | +7,538.1% | +5,061.1% |
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