+3.7%
DT vs KMX
-26.0%
+29.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.3% | +1.2% | -2.5% |
| 7D | -4.9% | -0.7% | -4.2% | -4.8% |
| 30D | +2.7% | +4.1% | -1.4% | +2.1% |
| 3M | +20.0% | +27.5% | -7.5% | +15.1% |
| 6M | +28.0% | +43.6% | -15.5% | +19.8% |
| YTD | +16.0% | +56.8% | -40.7% | +6.4% |
| 1Y | +0.7% | -1.3% | +2.0% | -0.6% |
| All | +3.7% | -26.0% | +29.7% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling