+338.1%
DRI vs KMX
+10.2%
+327.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -4.8% | -3.4% | -1.4% | -3.6% |
| 30D | -5.2% | +4.0% | -9.2% | -6.7% |
| 3M | +2.7% | +24.8% | -22.0% | -6.3% |
| 6M | +3.6% | +43.6% | -40.0% | -11.9% |
| YTD | +15.4% | +56.6% | -41.2% | -6.0% |
| 1Y | +1.3% | +2.2% | -1.0% | -5.4% |
| 3Y | +53.1% | -25.4% | +78.6% | +54.8% |
| 5Y | +64.6% | -55.0% | +119.6% | +99.2% |
| All | +338.1% | +10.2% | +327.9% | +198.5% |
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