+1,023.8%
DUK vs KMX
+448.1%
+575.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -0.1% | -1.9% | +1.7% | 0.0% |
| 30D | +0.2% | +2.6% | -2.3% | 0.0% |
| 3M | -1.9% | +25.6% | -27.5% | -3.9% |
| 6M | -6.5% | +41.9% | -48.4% | -9.6% |
| YTD | +5.4% | +56.0% | -50.6% | +0.9% |
| 1Y | +3.6% | -1.8% | +5.3% | +2.3% |
| 3Y | +48.1% | -25.7% | +73.9% | +48.1% |
| 5Y | +39.6% | -54.7% | +94.3% | +43.1% |
| 10Y | +131.8% | +9.2% | +122.7% | +117.3% |
| All | +1,023.8% | +448.1% | +575.7% | +819.0% |
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