+196.8%
DKS vs KMX
+11.6%
+185.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +0.8% |
| 7D | -3.0% | -3.1% | +0.2% | -1.5% |
| 30D | -33.4% | +4.4% | -37.8% | -35.1% |
| 3M | -39.4% | +18.9% | -58.3% | -45.1% |
| 6M | -30.1% | +44.3% | -74.4% | -43.2% |
| YTD | -31.0% | +58.7% | -89.7% | -47.1% |
| 1Y | -40.2% | +0.1% | -40.3% | -44.5% |
| 3Y | +30.9% | -24.4% | +55.4% | +34.0% |
| 5Y | +14.0% | -54.4% | +68.4% | +46.2% |
| All | +196.8% | +11.6% | +185.2% | +121.6% |
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 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