+256.4%
KDP vs KMX
+6.5%
+249.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.6% | +1.7% |
| 7D | +8.2% | +1.5% | +6.7% | +8.0% |
| 30D | +18.4% | +3.0% | +15.4% | +17.8% |
| 3M | +29.2% | -7.8% | +37.0% | +30.4% |
| 6M | +32.3% | +34.3% | -2.1% | +26.9% |
| YTD | +38.5% | +40.2% | -1.8% | +31.1% |
| 1Y | +48.5% | +63.0% | -14.5% | +37.7% |
| 3Y | +32.5% | -14.5% | +47.0% | +30.3% |
| 5Y | +19.7% | -64.3% | +84.0% | +31.5% |
| 10Y | +256.4% | +2.8% | +253.6% | +236.8% |
| All | +256.4% | +6.5% | +249.9% | +236.8% |
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