+2,523.8%
DVA vs KMX
+448.1%
+2,075.7%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | +2.0% | -1.9% | +3.9% | +2.3% |
| 30D | -0.4% | +2.6% | -2.9% | -0.8% |
| 3M | -7.7% | +25.6% | -33.2% | -10.9% |
| 6M | +20.0% | +41.9% | -21.9% | +13.6% |
| YTD | +61.1% | +56.0% | +5.1% | +49.8% |
| 1Y | +33.9% | -1.8% | +35.6% | +31.5% |
| 3Y | +91.5% | -25.7% | +117.3% | +92.6% |
| 5Y | +41.8% | -54.7% | +96.5% | +48.9% |
| 10Y | +187.5% | +9.2% | +178.4% | +163.2% |
| All | +2,523.8% | +448.1% | +2,075.7% | +1,703.9% |
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 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