-31.9%
DIS vs KMX
-66.8%
+34.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.2% |
| 7D | +5.2% | -7.4% | +12.6% | +7.3% |
| 30D | +11.5% | -3.4% | +14.8% | +12.2% |
| 3M | +11.5% | -11.3% | +22.9% | +14.5% |
| 6M | +8.9% | +30.6% | -21.7% | 0.0% |
| YTD | +3.4% | +33.2% | -29.8% | -6.7% |
| 1Y | +7.2% | +66.7% | -59.5% | -9.4% |
| 3Y | +43.3% | -22.1% | +65.4% | +44.4% |
| All | -31.9% | -66.8% | +34.8% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling