+12.4%
DKS vs KMX
-54.8%
+67.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.3% |
| 7D | -4.7% | -3.4% | -1.4% | -3.5% |
| 30D | -35.1% | +4.0% | -39.1% | -36.4% |
| 3M | -37.7% | +24.8% | -62.5% | -43.7% |
| 6M | -30.7% | +43.6% | -74.4% | -41.7% |
| YTD | -31.9% | +56.6% | -88.6% | -45.2% |
| 1Y | -40.0% | +2.2% | -42.2% | -43.6% |
| 3Y | +28.4% | -25.4% | +53.9% | +34.6% |
| 5Y | +12.4% | -55.0% | +67.4% | +47.4% |
| All | +12.4% | -54.8% | +67.3% | +47.4% |
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 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