+1,699.4%
DTE vs KMX
+450.2%
+1,249.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.6% | -1.3% |
| 7D | -2.0% | -3.4% | +1.4% | -1.7% |
| 30D | -2.4% | +4.0% | -6.4% | -2.8% |
| 3M | -7.3% | +24.8% | -32.1% | -9.5% |
| 6M | -7.6% | +43.6% | -51.3% | -11.3% |
| YTD | +5.8% | +56.6% | -50.8% | +0.5% |
| 1Y | +2.3% | +2.2% | +0.1% | +0.6% |
| 3Y | +45.0% | -25.4% | +70.5% | +45.2% |
| 5Y | +33.2% | -55.0% | +88.2% | +37.4% |
| 10Y | +141.4% | +9.6% | +131.8% | +127.0% |
| All | +1,699.4% | +450.2% | +1,249.2% | +1,419.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling