+5,622.1%
DPZ vs KMX
+537.7%
+5,084.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.8% | -2.0% |
| 7D | -2.5% | +1.9% | -4.4% | -3.0% |
| 30D | -7.0% | +11.7% | -18.6% | -9.7% |
| 3M | +11.6% | +34.9% | -23.3% | +2.4% |
| 6M | -15.2% | +50.3% | -65.4% | -25.1% |
| YTD | -17.2% | +63.8% | -81.0% | -29.2% |
| 1Y | -24.8% | +3.8% | -28.7% | -28.8% |
| 3Y | -8.7% | -24.3% | +15.6% | -8.5% |
| 5Y | -28.9% | -50.2% | +21.3% | -23.8% |
| 10Y | +153.6% | +5.4% | +148.3% | +92.8% |
| All | +5,622.1% | +537.7% | +5,084.4% | +2,176.3% |
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