+58.3%
DLR vs KMX
-26.3%
+84.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.2% |
| 7D | +2.9% | -1.9% | +4.8% | +3.1% |
| 30D | -1.2% | +2.6% | -3.7% | -1.5% |
| 3M | +2.9% | +25.6% | -22.7% | +0.1% |
| 6M | +6.7% | +41.9% | -35.2% | +1.8% |
| YTD | +23.9% | +56.0% | -32.2% | +16.2% |
| 1Y | +18.6% | -1.8% | +20.4% | +19.1% |
| All | +58.3% | -26.3% | +84.6% | +56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling