-29.8%
DHR vs KMX
-54.8%
+25.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -5.0% | -3.4% | -1.6% | -4.3% |
| 30D | -3.3% | +4.0% | -7.4% | -4.2% |
| 3M | +9.4% | +24.8% | -15.4% | +3.7% |
| 6M | +3.2% | +43.6% | -40.5% | -5.9% |
| YTD | -12.0% | +56.6% | -68.7% | -21.8% |
| 1Y | +4.9% | +2.2% | +2.6% | +1.7% |
| 3Y | -7.4% | -25.4% | +18.1% | -5.5% |
| 5Y | -29.8% | -55.0% | +25.3% | -27.7% |
| All | -29.8% | -54.8% | +25.1% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling