-28.4%
DT vs KMX
-54.2%
+25.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -0.5% | -1.9% | +1.3% | 0.0% |
| 30D | +0.1% | +2.6% | -2.5% | -0.7% |
| 3M | +24.1% | +25.6% | -1.5% | +15.4% |
| 6M | +30.1% | +41.9% | -11.7% | +15.4% |
| YTD | +16.8% | +56.0% | -39.3% | -0.3% |
| 1Y | -0.1% | -1.8% | +1.7% | -3.1% |
| 3Y | +6.8% | -25.7% | +32.6% | +9.3% |
| 5Y | -28.4% | -54.7% | +26.4% | -10.8% |
| All | -28.4% | -54.2% | +25.8% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling