+3,595.7%
DLR vs KMX
+386.8%
+3,208.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | 0.0% |
| 7D | +1.6% | +1.9% | -0.3% | +1.1% |
| 30D | -3.4% | +11.7% | -15.0% | -6.3% |
| 3M | +0.5% | +34.9% | -34.4% | -8.1% |
| 6M | +4.6% | +50.3% | -45.7% | -8.3% |
| YTD | +23.4% | +63.8% | -40.4% | +4.7% |
| 1Y | +19.0% | +3.8% | +15.2% | +12.2% |
| 3Y | +56.5% | -24.3% | +80.8% | +56.1% |
| 5Y | +33.3% | -50.2% | +83.5% | +43.3% |
| 10Y | +165.1% | +5.4% | +159.8% | +100.4% |
| All | +3,595.7% | +386.8% | +3,208.8% | +1,079.9% |
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