+203.8%
DHR vs KMX
+11.6%
+192.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.5% |
| 7D | -3.6% | -3.1% | -0.5% | -3.0% |
| 30D | -2.7% | +4.4% | -7.2% | -3.7% |
| 3M | +10.9% | +18.9% | -8.0% | +6.4% |
| 6M | +3.0% | +44.3% | -41.2% | -5.9% |
| YTD | -12.2% | +58.7% | -70.9% | -21.8% |
| 1Y | +3.3% | +0.1% | +3.2% | +0.4% |
| 3Y | -8.2% | -24.4% | +16.2% | -7.1% |
| 5Y | -29.9% | -54.4% | +24.5% | -24.5% |
| All | +203.8% | +11.6% | +192.2% | +171.7% |
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