+115.6%
DT vs KMX
-31.0%
+146.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | -2.5% | -3.4% | +0.8% | -1.5% |
| 30D | +3.5% | +4.0% | -0.5% | +2.2% |
| 3M | +26.7% | +24.8% | +1.9% | +16.7% |
| 6M | +36.1% | +43.6% | -7.5% | +18.1% |
| YTD | +18.6% | +56.6% | -38.0% | -1.1% |
| 1Y | +7.9% | +2.2% | +5.6% | +1.8% |
| 3Y | +8.6% | -25.4% | +34.0% | +9.7% |
| 5Y | -26.7% | -55.0% | +28.3% | -12.7% |
| All | +115.6% | -31.0% | +146.6% | +100.3% |
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 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