+8,572.8%
DHR vs KMX
+450.6%
+8,122.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -0.5% |
| 7D | -0.8% | -0.7% | -0.1% | -0.7% |
| 30D | +0.2% | +4.1% | -3.9% | -0.4% |
| 3M | +12.1% | +27.5% | -15.5% | +7.3% |
| 6M | +5.4% | +43.6% | -38.1% | -1.4% |
| YTD | -10.0% | +56.8% | -66.7% | -17.2% |
| 1Y | +4.1% | -1.3% | +5.4% | +1.9% |
| 3Y | -5.2% | -25.4% | +20.2% | -4.3% |
| 5Y | -28.2% | -53.9% | +25.7% | -23.9% |
| 10Y | +208.4% | +0.7% | +207.7% | +180.5% |
| All | +8,572.8% | +450.6% | +8,122.2% | +5,915.0% |
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