+1,129.1%
DIA vs KMX
+1,587.7%
-458.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -0.7% |
| 7D | -0.2% | +1.9% | -2.1% | -0.5% |
| 30D | -1.5% | +11.7% | -13.2% | -3.3% |
| 3M | +3.8% | +34.9% | -31.1% | -1.5% |
| 6M | +10.3% | +50.3% | -40.0% | +2.3% |
| YTD | +12.1% | +63.8% | -51.7% | +2.2% |
| 1Y | +18.6% | +3.8% | +14.8% | +15.0% |
| 3Y | +60.6% | -24.3% | +84.9% | +61.1% |
| 5Y | +64.4% | -50.2% | +114.6% | +71.7% |
| 10Y | +250.1% | +5.4% | +244.7% | +217.4% |
| All | +1,129.1% | +1,587.7% | -458.6% | +686.6% |
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