-40.2%
DKS vs KMX
+3.5%
-43.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.2% |
| 7D | -3.0% | -3.1% | +0.2% | -2.5% |
| 30D | -33.4% | +4.4% | -37.8% | -34.0% |
| 3M | -39.4% | +18.9% | -58.3% | -41.5% |
| 6M | -30.1% | +44.3% | -74.4% | -35.6% |
| YTD | -31.0% | +58.7% | -89.7% | -37.3% |
| 1Y | -40.2% | +0.1% | -40.3% | -41.7% |
| All | -40.2% | +3.5% | -43.7% | -41.7% |
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