+21.2%
DIS vs KMX
+0.4%
+20.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | +1.0% |
| 7D | -1.1% | -0.7% | -0.4% | -0.9% |
| 30D | +0.1% | +4.1% | -4.0% | -1.1% |
| 3M | +7.1% | +27.5% | -20.4% | -1.2% |
| 6M | +4.3% | +43.6% | -39.3% | -8.2% |
| YTD | -6.9% | +56.8% | -63.7% | -20.7% |
| 1Y | -10.3% | -1.3% | -9.0% | -13.7% |
| 3Y | +32.8% | -25.4% | +58.2% | +35.5% |
| 5Y | -41.5% | -53.9% | +12.4% | -33.0% |
| 10Y | +21.2% | +0.7% | +20.5% | +2.4% |
| All | +21.2% | +0.4% | +20.7% | +2.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling