+121.1%
DPZ vs KMX
+13.6%
+107.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -0.9% |
| 7D | +3.7% | -4.1% | +7.8% | +4.3% |
| 30D | +8.0% | +2.9% | +5.2% | +7.4% |
| 3M | -4.2% | -7.0% | +2.8% | -3.2% |
| 6M | +4.6% | +34.1% | -29.5% | -1.0% |
| YTD | -18.4% | +40.0% | -58.5% | -24.1% |
| 1Y | -16.8% | +67.2% | -84.0% | -25.0% |
| 3Y | -5.0% | -13.4% | +8.4% | -6.3% |
| 5Y | -27.8% | -65.1% | +37.3% | -19.9% |
| 10Y | +121.1% | +6.9% | +114.2% | +115.2% |
| All | +121.1% | +13.6% | +107.5% | +115.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling