+45.7%
DVA vs KMX
-54.8%
+100.5%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | -1.3% | -3.1% | +1.8% | -0.8% |
| 30D | 0.0% | +4.4% | -4.4% | -0.8% |
| 3M | -10.9% | +18.9% | -29.8% | -13.9% |
| 6M | +17.3% | +44.3% | -27.0% | +8.9% |
| YTD | +59.8% | +58.7% | +1.1% | +44.8% |
| 1Y | +36.3% | +0.1% | +36.1% | +33.2% |
| 3Y | +88.6% | -24.4% | +113.0% | +89.9% |
| All | +45.7% | -54.8% | +100.5% | +56.9% |
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