+1,107.0%
DIA vs KMX
+1,319.2%
-212.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | +2.1% | +3.4% | -1.2% | +1.6% |
| 30D | +1.5% | +6.8% | -5.3% | +0.3% |
| 3M | -2.4% | -11.4% | +9.0% | -0.8% |
| 6M | +6.0% | +43.6% | -37.6% | -0.8% |
| YTD | +10.1% | +37.7% | -27.7% | +2.9% |
| 1Y | +11.8% | +53.0% | -41.2% | +2.6% |
| 3Y | +59.7% | -16.3% | +76.0% | +57.7% |
| 5Y | +57.9% | -64.2% | +122.1% | +73.8% |
| 10Y | +236.2% | -2.8% | +239.1% | +209.1% |
| All | +1,107.0% | +1,319.2% | -212.2% | +692.2% |
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