-27.8%
DPZ vs KMX
-64.7%
+36.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -0.9% |
| 7D | +3.7% | -4.1% | +7.8% | +4.4% |
| 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% | -1.4% |
| YTD | -18.4% | +40.0% | -58.5% | -24.5% |
| 1Y | -16.8% | +67.2% | -84.0% | -25.7% |
| 3Y | -5.0% | -13.4% | +8.4% | -6.1% |
| 5Y | -27.8% | -65.1% | +37.3% | -13.6% |
| All | -27.8% | -64.7% | +36.9% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling