+5,555.9%
DKS vs KMX
+667.2%
+4,888.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.3% | -0.6% | -3.1% |
| 7D | -0.4% | -0.7% | +0.3% | -0.1% |
| 30D | -36.6% | +4.1% | -40.7% | -38.0% |
| 3M | -37.6% | +27.5% | -65.1% | -44.5% |
| 6M | -32.1% | +43.6% | -75.6% | -43.3% |
| YTD | -32.3% | +56.8% | -89.1% | -46.1% |
| 1Y | -39.5% | -1.3% | -38.2% | -43.4% |
| 3Y | +27.7% | -25.4% | +53.1% | +30.3% |
| 5Y | +15.0% | -53.9% | +68.9% | +38.3% |
| 10Y | +192.6% | +0.7% | +191.9% | +145.3% |
| All | +5,555.9% | +667.2% | +4,888.7% | +2,251.6% |
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