+319.5%
DRI vs KMX
-2.3%
+321.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.1% |
| 7D | +1.1% | +3.4% | -2.3% | -0.2% |
| 30D | +9.7% | +6.8% | +2.9% | +6.8% |
| 3M | +3.2% | -11.4% | +14.6% | +7.1% |
| 6M | +20.6% | +43.6% | -23.0% | +3.3% |
| YTD | +28.3% | +37.7% | -9.5% | +8.8% |
| 1Y | +34.5% | +53.0% | -18.4% | +9.1% |
| 3Y | +66.5% | -16.3% | +82.8% | +58.4% |
| 5Y | +79.6% | -64.2% | +143.9% | +144.8% |
| All | +319.5% | -2.3% | +321.8% | +200.2% |
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