+20.7%
DHI vs KMX
-25.1%
+45.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.3% |
| 7D | -3.4% | -3.1% | -0.3% | -2.5% |
| 30D | -5.4% | +4.4% | -9.9% | -6.6% |
| 3M | -10.4% | +18.9% | -29.4% | -15.3% |
| 6M | -2.8% | +44.3% | -47.1% | -14.1% |
| YTD | -3.4% | +58.7% | -62.1% | -17.8% |
| 1Y | -22.9% | +0.1% | -23.0% | -24.7% |
| 3Y | +20.7% | -24.4% | +45.1% | +17.1% |
| All | +20.7% | -25.1% | +45.8% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling