+404.6%
DHI vs KMX
+11.6%
+393.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.2% |
| 7D | -3.4% | -3.1% | -0.3% | -2.2% |
| 30D | -5.4% | +4.4% | -9.9% | -7.1% |
| 3M | -10.4% | +18.9% | -29.4% | -16.9% |
| 6M | -2.8% | +44.3% | -47.1% | -17.5% |
| YTD | -3.4% | +58.7% | -62.1% | -21.9% |
| 1Y | -22.9% | +0.1% | -23.0% | -26.9% |
| 3Y | +20.7% | -24.4% | +45.1% | +23.7% |
| 5Y | +62.1% | -54.4% | +116.6% | +96.5% |
| All | +404.6% | +11.6% | +393.0% | +307.2% |
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 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