+126.0%
DUK vs KMX
+11.6%
+114.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -0.7% | -3.1% | +2.4% | -0.3% |
| 30D | -2.4% | +4.4% | -6.9% | -3.0% |
| 3M | -3.0% | +18.9% | -21.9% | -5.2% |
| 6M | -6.6% | +44.3% | -50.8% | -11.1% |
| YTD | +4.6% | +58.7% | -54.1% | -2.1% |
| 1Y | +1.2% | +0.1% | +1.1% | -0.2% |
| 3Y | +45.7% | -24.4% | +70.1% | +46.2% |
| 5Y | +40.3% | -54.4% | +94.7% | +48.8% |
| All | +126.0% | +11.6% | +114.4% | +106.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling