+2,754.0%
DLTR vs KMX
+448.1%
+2,306.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.5% |
| 7D | -10.2% | -1.9% | -8.4% | -9.9% |
| 30D | -8.5% | +2.6% | -11.1% | -8.9% |
| 3M | +5.6% | +25.6% | -20.0% | +1.1% |
| 6M | +2.2% | +41.9% | -39.7% | -4.6% |
| YTD | -3.8% | +56.0% | -59.8% | -11.9% |
| 1Y | +22.9% | -1.8% | +24.7% | +20.6% |
| 3Y | +2.0% | -25.7% | +27.8% | +3.2% |
| 5Y | +29.8% | -54.7% | +84.6% | +39.3% |
| 10Y | +45.0% | +9.2% | +35.9% | +30.0% |
| All | +2,754.0% | +448.1% | +2,306.0% | +1,545.9% |
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