-10.1%
DIS vs KMX
+5.0%
-15.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.8% | -1.9% |
| 7D | -2.6% | +1.9% | -4.5% | -2.8% |
| 30D | +3.5% | +11.7% | -8.2% | +1.9% |
| 3M | +6.8% | +34.9% | -28.1% | +2.3% |
| 6M | +3.0% | +50.3% | -47.3% | -3.7% |
| YTD | -6.7% | +63.8% | -70.5% | -13.0% |
| 1Y | -10.1% | +3.8% | -13.9% | -15.3% |
| All | -10.1% | +5.0% | -15.1% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling