+557.2%
DIS vs KMX
+368.0%
+189.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | 0.0% |
| 7D | +5.2% | -7.4% | +12.6% | +6.9% |
| 30D | +11.5% | -3.4% | +14.8% | +12.1% |
| 3M | +11.5% | -11.3% | +22.9% | +13.9% |
| 6M | +8.9% | +30.6% | -21.7% | +2.0% |
| YTD | +3.4% | +33.2% | -29.8% | -4.2% |
| 1Y | +7.2% | +66.7% | -59.5% | -5.5% |
| 3Y | +43.3% | -22.1% | +65.4% | +43.7% |
| 5Y | -31.4% | -66.7% | +35.3% | -20.4% |
| 10Y | +37.1% | +1.9% | +35.1% | +24.2% |
| All | +557.2% | +368.0% | +189.2% | +304.6% |
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