+6,048.2%
DHI vs KMX
+457.5%
+5,590.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.7% |
| 3M | -10.4% | +18.9% | -29.4% | -15.6% |
| 6M | -2.8% | +44.3% | -47.1% | -14.5% |
| YTD | -3.4% | +58.7% | -62.1% | -18.1% |
| 1Y | -22.9% | +0.1% | -23.0% | -26.3% |
| 3Y | +20.7% | -24.4% | +45.1% | +22.9% |
| 5Y | +62.1% | -54.4% | +116.6% | +86.4% |
| 10Y | +410.4% | +11.0% | +399.4% | +334.1% |
| All | +6,048.2% | +457.5% | +5,590.7% | +2,901.6% |
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