+32.3%
DTE vs KMX
-54.8%
+87.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.4% |
| 7D | -2.6% | -3.1% | +0.5% | -2.3% |
| 30D | -4.4% | +4.4% | -8.8% | -4.8% |
| 3M | -8.3% | +18.9% | -27.2% | -10.0% |
| 6M | -8.1% | +44.3% | -52.4% | -11.8% |
| YTD | +4.4% | +58.7% | -54.3% | -1.1% |
| 1Y | +0.2% | +0.1% | +0.1% | -0.7% |
| 3Y | +42.6% | -24.4% | +67.0% | +43.7% |
| All | +32.3% | -54.8% | +87.1% | +35.3% |
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 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