+5,666.8%
DPZ vs KMX
+430.0%
+5,236.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.9% | +1.5% |
| 7D | +9.5% | -6.4% | +15.9% | +11.3% |
| 30D | +12.8% | -4.9% | +17.7% | +14.1% |
| 3M | -6.2% | -7.2% | +0.9% | -4.7% |
| 6M | +4.3% | +41.2% | -36.9% | -6.1% |
| YTD | -16.6% | +36.1% | -52.7% | -25.3% |
| 1Y | -12.8% | +28.9% | -41.7% | -21.8% |
| 3Y | -0.8% | -21.5% | +20.6% | -1.8% |
| 5Y | -25.8% | -66.0% | +40.2% | -11.3% |
| 10Y | +130.9% | +4.1% | +126.7% | +73.5% |
| All | +5,666.8% | +430.0% | +5,236.8% | +2,301.7% |
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