-12.8%
DT vs KMX
-14.8%
+1.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.4% |
| 7D | +3.1% | +3.4% | -0.2% | +2.6% |
| 30D | -29.5% | +6.8% | -36.4% | -30.1% |
| 3M | -11.7% | -11.4% | -0.4% | -10.3% |
| 6M | +29.0% | +43.6% | -14.6% | +20.6% |
| YTD | +3.4% | +37.7% | -34.4% | -3.8% |
| 1Y | -4.2% | +53.0% | -57.2% | -12.8% |
| 3Y | -12.8% | -16.3% | +3.5% | -11.2% |
| All | -12.8% | -14.8% | +1.9% | -11.2% |
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 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